An arc-search infeasible interior-point method for semidefinite optimization with the negative infinity neighborhood

Abstract

We present an arc-search infeasible interior-point algorithm for semidefinite optimization using the Nesterov-Todd search directions. The algorithm is based on the negative infinity neighborhood of the central path. The algorithm searches an ε-approximate solution of the problem along the ellipsoidal approximation of the entire central path. The convergence analysis of the algorithm is presented and shows that the algorithm has the iteration complexity bound O(n3/2logε−1). Here, n is the dimension of the problem and ε is the required precision. The numerical results show that our algorithm is efficient and promising.