A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization

Abstract A new primal-dual interior-point algorithm applicable to nonsymmetric conic optimization is proposed. It a generalization of the famous suggested by Nesterov and Todd for symmetric case, uses scalings cones proposed Tunçel. We specialize Tunçel’s important case 3 dimensional exponential-cones, resulting in practical with good numerical performance, on level standard cone ( e.g. , quadratic cone) algorithms. significant contribution paper novel higher-order search direction, similar spirit Mehrotra corrector To large extent, efficiency our can be attributed this corrector.