Polynomial Convergence of Infeasible-Interior-Point Methods over Symmetric Cones
نویسنده
چکیده
We establish polynomial-time convergence of infeasible-interior-point methods for conic programs over symmetric cones using a wide neighborhood of the central path. The convergence is shown for a commutative family of search directions used in Schmieta and Alizadeh [9]. These conic programs include linear and semidefinite programs. This extends the work of Rangarajan and Todd [8], which established convergence of infeasible-interior-point methods for self-scaled conic programs using the NT direction.
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 16 شماره
صفحات -
تاریخ انتشار 2006