A Polynomial-Time Affine-Scaling Method for Semidefinite and Hyperbolic Programming
Optimization and Control
2014-10-27 v1
Abstract
We develop a natural variant of Dikin's affine-scaling method, first for semidefinite programming and then for hyperbolic programming in general. We match the best complexity bounds known for interior-point methods. All previous polynomial-time affine-scaling algorithms have been for conic optimization problems in which the underlying cone is symmetric. Hyperbolicity cones, however, need not be symmetric. Our algorithm is the first polynomial-time affine-scaling method not relying on symmetry.
Cite
@article{arxiv.1410.6734,
title = {A Polynomial-Time Affine-Scaling Method for Semidefinite and Hyperbolic Programming},
author = {James Renegar and Mutiara Sondjaja},
journal= {arXiv preprint arXiv:1410.6734},
year = {2014}
}