A Full Nesterov-Todd Step Feasible Weighted Primal-Dual Interior-Point Algorithm for Symmetric Optimization

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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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a full nesterov-todd step infeasible interior-point algorithm for symmetric cone linear complementarity problem

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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