A New Wide Neighborhood Primal–Dual Infeasible-Interior-Point Method for Symmetric Cone Programming

Hongwei Liu (), Ximei Yang () and Changhe Liu
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Hongwei Liu: Xidian University
Ximei Yang: Xidian University
Changhe Liu: Henan University of Science and Technology

Journal of Optimization Theory and Applications, 2013, vol. 158, issue 3, No 9, 796-815

Abstract: Abstract We present a new infeasible-interior-point method, based on a wide neighborhood, for symmetric cone programming. The convergence is shown for a commutative class of search directions, which includes the Nesterov–Todd direction and the xs and sx directions. Moreover, we derive the complexity bound of the wide neighborhood infeasible interior-point methods that coincides with the currently best known theoretical complexity bounds for the short step path-following algorithm.

Keywords: Jordan algebra; Symmetric cone programming; Wide neighborhood; Infeasible-interior-point method; Polynomial complexity (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s10957-013-0303-y

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