A second order Mehrotra-type predictor-corrector algorithm for semidefinite optimization

Mehrotra-type predictor-corrector algorithm is one of the most effective primal-dual interiorpoint methods. This paper presents an extension of the recent variant of second order Mehrotra-type predictor-corrector algorithm that was proposed by Salahi, et al. (2006) for linear optimization. Based on the NT direction as Newton search direction, it is shown that the iteration-complexity bound of the algorithm for semidefinite optimization is {ie1108-1}, which is similar to that of the corresponding algorithm for linear optimization.