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A New Strategy in the Complexity Analysis of an Infeasible-Interior-Point Method for Symmetric Cone Programming

Ximei Yang (), Hongwei Liu () and Yinkui Zhang
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Ximei Yang: Xidian University
Hongwei Liu: Xidian University
Yinkui Zhang: Henan Normal University

Journal of Optimization Theory and Applications, 2015, vol. 166, issue 2, No 11, 572-587

Abstract: Abstract In this paper, we give a new strategy in the complexity analysis of an infeasible-interior-point method for symmetric cone programming. Using the strategy, we improve the theoretical complexity bound of an infeasible-interior-point method. Convergence is shown for a commutative class of search directions, which includes the Nesterov–Todd direction and the $$xs$$ x s and $$sx$$ s x directions.

Keywords: Jordan algebra; Symmetric cone programming; Infeasible-interior-point method; Polynomial complexity; 90C05; 90C51 (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10957-014-0670-z

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