Full Nesterov-Todd step infeasible interior-point method for symmetric optimization

G. Gu, M. Zangiabadi and C. Roos

European Journal of Operational Research, 2011, vol. 214, issue 3, 473-484

Abstract: Euclidean Jordan algebras were proved more than a decade ago to be an indispensable tool in the unified study of interior-point methods. By using it, we generalize the full-Newton step infeasible interior-point method for linear optimization of Roos [Roos, C., 2006. A full-Newton step O(n) infeasible interior-point algorithm for linear optimization. SIAM Journal on Optimization. 16 (4), 1110-1136 (electronic)] to symmetric optimization. This unifies the analysis for linear, second-order cone and semidefinite optimizations.

Keywords: Interior; point; methods; Conic; programming; Nesterov-Todd; step (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (15)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:214:y:2011:i:3:p:473-484

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