Name
Title | ||
|---|---|---|
Polynomial convergence of Mehrotra-type prediction-corrector infeasible-IPM for symmetric optimization based on the commutative class directions. |
Abstract | ||
|---|---|---|
In this paper, we establish polynomial convergence of Mehrotra-type prediction corrector infeasible-interior-point method for symmetric optimization using a wide neighborhood of the central path. In order to show that the convergence of our algorithm for the commutative class of search directions, we prove the important inequality ‖x∘y‖1⩽3‖x‖F‖y‖F, where a mapping ‖·‖1 is defined by ‖x‖1=∑i=1r|λi| with the spectral decomposition x=∑i=1rλici. In particular, the complexity bound is O(r2logε-1) for the Nesterov–Todd search direction, and O(r5/2logε-1) for the xs and sx search direction. We provide some preliminary numerical results as well. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1016/j.amc.2013.12.145 | Applied Mathematics and Computation |
Keywords | Field | DocType |
Euclidean Jordan algebra,Symmetric optimization,Interior-point methods,Mehrotra-type algorithm,Polynomial complexity | Convergence (routing),Discrete mathematics,Combinatorics,Mathematical optimization,Polynomial,Commutative property,Mathematical analysis,Matrix decomposition,Polynomial complexity,Interior point method,Mathematics | Journal |
Volume | Issue | ISSN |
230 | null | 0096-3003 |
Citations | PageRank | References |
2 | 0.46 | 17 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Ximei Yang | 1 | 26 | 2.34 |
| Hongwei Liu | 2 | 78 | 12.29 |
| Xiaoliang Dong | 3 | 6 | 1.22 |