A New Full Nesterov–Todd Step Primal–Dual Path-Following Interior-Point Algorithm for Symmetric Optimization

G. Q. Wang () and Y. Q. Bai ()
Additional contact information
G. Q. Wang: Shanghai University of Engineering Science
Y. Q. Bai: Shanghai University

Journal of Optimization Theory and Applications, 2012, vol. 154, issue 3, No 14, 966-985

Abstract: Abstract In this paper, we generalize a primal–dual path-following interior-point algorithm for linear optimization to symmetric optimization by using Euclidean Jordan algebras. The proposed algorithm is based on a new technique for finding the search directions and the strategy of the central path. At each iteration, we use only full Nesterov–Todd steps. Moreover, we derive the currently best known iteration bound for the small-update method. This unifies the analysis for linear, second-order cone, and semidefinite optimizations.

Keywords: Symmetric optimization; Interior-point methods; Euclidean Jordan algebras; Small-update method (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
http://link.springer.com/10.1007/s10957-012-0013-x Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:154:y:2012:i:3:d:10.1007_s10957-012-0013-x

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-012-0013-x

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().