A Corrector–Predictor Path-Following Method for Convex Quadratic Symmetric Cone Optimization

Behrouz Kheirfam ()
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Behrouz Kheirfam: Azarbaijan Shahid Madani University

Journal of Optimization Theory and Applications, 2015, vol. 164, issue 1, No 13, 246-260

Abstract: Abstract After a brief introduction to Euclidean Jordan algebra, we present a new corrector–predictor path-following interior-point algorithm for convex, quadratic, and symmetric cone optimization. In each iteration, the algorithm involves two kind of steps: a predictor (affine-scaling) step and a full Nesterov and Todd (centring) step. Moreover, we derive the complexity for the algorithm, and we obtain the best-known iteration bound for the small-update method.

Keywords: Convex quadratic symmetric cone optimization; Interior-point method; Corrector–predictor method; Polynomial complexity; 90C22; 90C51 (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s10957-014-0554-2

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