New complexity analysis for primal-dual interior-point methods for self-scaled optimization problems
نویسندگان
چکیده
*Correspondence: [email protected] Department of Applied Mathematics, Pukyong National University, Busan, 608-737, Korea Abstract A linear optimization problem over a symmetric cone, defined in a Euclidean Jordan algebra and called a self-scaled optimization problem (SOP), is considered. We formulate an algorithm for a large-update primal-dual interior-point method (IPM) for the SOP by using a proximity function defined by a new kernel function, and we obtain the best known complexity results of the large-update IPM for the SOP by using the Euclidean Jordan algebra techniques. MSC: 90C51; 90C25; 65K05
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