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 Gu | 1 | 53 | 3.11 |
Maryam Zangiabadi | 2 | 40 | 6.07 |
Cornelis Roos | 3 | 348 | 28.51 |