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On the Turing model complexity of interior point methods for semidefinite programming

de Klerk,Etienne
; 
Vallentin,Frank
Abstract
It is known that one can solve semidefinite programs to within fixed accuracy in polynomial time using the ellipsoid method (under some assumptions). In this paper it is shown that the same holds true when one uses the short step, primal interior point method. The main idea of the proof is to employ Diophantine approximation at each iteration to bound the intermediate bit sizes of iterates.
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Date
2016-09
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Tilburg University Research Output Collection
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Keywords
semidefinite programming, interior point method, Turing model complexity, ellipsoid method
Citation
de Klerk, E & Vallentin, F 2016, 'On the Turing model complexity of interior point methods for semidefinite programming', SIAM Journal on Optimization, vol. 26, no. 3, pp. 1944-1961. https://doi.org/10.1137/15M103114X
URI
https://hdl.handle.net/20.500.14602/65605
License
info:eu-repo/semantics/closedAccess
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