Title
Full Nesterov-Todd step infeasible interior-point method for symmetric optimization.
Abstract
Euclidean Jordan algebras were proved more than a decade ago to be an indispensable tool in the unified study of interior-point methods. By using it, we generalize the full-Newton step infeasible interior-point method for linear optimization of Roos [Roos, C., 2006. A full-Newton step O(n) infeasible interior-point algorithm for linear optimization. SIAM Journal on Optimization. 16 (4), 1110–1136 (electronic)] to symmetric optimization. This unifies the analysis for linear, second-order cone and semidefinite optimizations.
Year
DOI
Venue
2011
10.1016/j.ejor.2011.02.022
European Journal of Operational Research
Keywords
Field
DocType
Interior point methods,Conic programming,Nesterov–Todd step
Mathematical optimization,Symmetric cone,Linear programming,Conic programming,Euclidean geometry,Interior point method,Semidefinite programming,Mathematics
Journal
Volume
Issue
ISSN
214
3
0377-2217
Citations 
PageRank 
References 
28
1.07
12
Authors
3
Name
Order
Citations
PageRank
Guoyong Gu1533.11
Maryam Zangiabadi2406.07
Cornelis Roos334828.51