A primal-dual interior-point method based on various selections of displacement step for symmetric optimization

Baha Alzalg ()
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Baha Alzalg: The University of Jordan

Computational Optimization and Applications, 2019, vol. 72, issue 2, No 4, 363-390

Abstract: Abstract In this paper, we develop a primal-dual central trajectory interior-point algorithm for symmetric programming problems and establish its complexity analysis. The main contribution of the paper is that it uniquely equips the central trajectory algorithm with various selections of the displacement step while solving symmetric programming. To show the efficiency of the proposed algorithm, these selections of calculating the displacement step are compared in numerical examples for second-order cone programming, which is a special case of symmetric programming.

Keywords: Symmetric programming; Interior-point methods; Primal-dual methods; Central trajectory methods; Jordan algebras; 90C30; 90C46; 90C51; 17A15 (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10589-018-0045-8

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