A Full Nesterov-Todd Step Feasible Weighted Primal-Dual Interior-Point Algorithm for Symmetric Optimization
نویسندگان
چکیده
منابع مشابه
Full Nesterov-todd Step Interior-point Methods for Symmetric Optimization
Some Jordan algebras were proved more than a decade ago to be an indispensable tool in the unified study of interior-point methods. By using it, we generalize the infeasible interiorpoint method for linear optimization of Roos [SIAM J. Optim., 16(4):1110–1136 (electronic), 2006] to symmetric optimization. This unifies the analysis for linear, second-order cone and semidefinite optimizations.
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ژورنال
عنوان ژورنال: Journal of the Operations Research Society of China
سال: 2013
ISSN: 2194-668X,2194-6698
DOI: 10.1007/s40305-013-0032-9