Name
Title | ||
|---|---|---|
A Full Nesterov-Todd Step Infeasible Interior-Point Method for Second-Order Cone Optimization. |
Abstract | ||
|---|---|---|
After a brief introduction to Jordan algebras, we present a primal-dual interior-point algorithm for second-order conic optimization that uses full Nesterov-Todd steps; no line searches are required. The number of iterations of the algorithm coincides with the currently best iteration bound for second-order conic optimization. We also generalize an infeasible interior-point method for linear optimization to second-order conic optimization. As usual for infeasible interior-point methods, the starting point depends on a positive number. The algorithm either finds a solution in a finite number of iterations or determines that the primal-dual problem pair has no optimal solution with vanishing duality gap. © 2013 Springer Science+Business Media New York. |
Year | DOI | Venue |
|---|---|---|
2013 | 10.1007/s10957-013-0278-8 | J. Optimization Theory and Applications |
Keywords | Field | DocType |
feasible interior-point method,infeasible interior-point method,jordan algebra,polynomial complexity,second-order conic optimization | Mathematical optimization,Duality gap,Finite set,Mathematical analysis,Linear programming,Polynomial complexity,Conic optimization,Interior point method,Jordan algebra,Mathematics | Journal |
Volume | Issue | ISSN |
158 | 3 | 15732878 |
Citations | PageRank | References |
8 | 0.51 | 18 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Maryam Zangiabadi | 1 | 40 | 6.07 |
| Guoyong Gu | 2 | 53 | 3.11 |
| Cees Roos | 3 | 9 | 0.87 |