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On the Complexity of Semidefinite Programs

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Abstract

We show that the feasibility of a system of m linear inequalities over the cone of symmetric positive semidefinite matrices of order n can be tested in mn\(mn^{o(\min \{ m,n^2 \} )} \) arithmetic operations with \(ln^{o(\min \{ m,n^2 \} )} \)-bit numbers, where l is the maximum binary size of the input coefficients. We also show that any feasible system of dimension (m,n) has a solution X such that log||X|| ≤ \(ln^{o(\min \{ m,n^2 \} )} \).

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Porkolab, L., Khachiyan, L. On the Complexity of Semidefinite Programs. Journal of Global Optimization 10, 351–365 (1997). https://doi.org/10.1023/A:1008203903341

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  • DOI: https://doi.org/10.1023/A:1008203903341

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