A T-Algebraic Approach to Primal-Dual Interior-Point Algorithms
نویسنده
چکیده
Three primal-dual interior-point algorithms for homogeneous cone programming are presented. They are a short-step algorithm, a large-update algorithm, and a predictor-corrector algorithm. These algorithms are described and analyzed based on a characterization of homogeneous cone via T -algebra. The analysis show that the algorithms have polynomial iteration complexity.
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 20 شماره
صفحات -
تاریخ انتشار 2009