A full Nesterov-Todd step interior-point method for circular cone optimization
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Abstract:
In this paper, we present a full Newton step feasible interior-pointmethod for circular cone optimization by using Euclidean Jordanalgebra. The search direction is based on the Nesterov-Todd scalingscheme, and only full-Newton step is used at each iteration.Furthermore, we derive the iteration bound that coincides with thecurrently best known iteration bound for small-update methods.
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Journal title
volume 1 issue 2
pages 83- 102
publication date 2016-12-01
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