Nesterov-Todd Directions are Newton Directions
نویسنده
چکیده
The theory of self-scaled conic programming provides a uniied framework for the theories of linear programming, semideenite programming and convex quadratic programming with convex quadratic constraints. The standard search directions for interior-point methods applied to self-scaled conic programming problems are the so-called Nesterov-Todd directions. In this article we show that these direction elds are special cases of so-called target directions, a unifying concept for primal-dual interior point methods for self-scaled conic programming. In particular, this implies that Nesterov-Todd directions derive from a Newton system.
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