English

On the central path of semidefinite optimization: Degree and worst-case convergence rate

Algebraic Geometry 2021-11-02 v2

Abstract

In this paper, we investigate the complexity of the central path of semidefinite optimization through the lens of real algebraic geometry. To that end, we propose an algorithm to compute real univariate representations describing the central path and its limit point, where the limit point is described by taking the limit of central solutions, as bounded points in the field of algebraic Puiseux series. As a result, we derive an upper bound 2O(m+n2)2^{O(m+n^2)} on the degree of the Zariski closure of the central path, when μ\mu is sufficiently small, and for the complexity of describing the limit point, where mm and nn denote the number of affine constraints and size of the symmetric matrix, respectively. Furthermore, by the application of the quantifier elimination to the real univariate representations, we provide a lower bound 1/γ1/\gamma, with γ=2O(m+n2)\gamma =2^{O(m+n^2)}, on the convergence rate of the central path.

Keywords

Cite

@article{arxiv.2105.06630,
  title  = {On the central path of semidefinite optimization: Degree and worst-case convergence rate},
  author = {Saugata Basu and Ali Mohammad-Nezhad},
  journal= {arXiv preprint arXiv:2105.06630},
  year   = {2021}
}