On the central path of semidefinite optimization: Degree and worst-case convergence rate
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 on the degree of the Zariski closure of the central path, when is sufficiently small, and for the complexity of describing the limit point, where and 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 , with , 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}
}