Name
Title | ||
|---|---|---|
Improved Complexity Analysis of Full Nesterov-Todd Step Feasible Interior-Point Method for Symmetric Optimization. |
Abstract | ||
|---|---|---|
In this paper, an improved complexity analysis of full Nesterov---Todd step feasible interior-point method for symmetric optimization is considered. Specifically, we establish a sharper quadratic convergence result using several new results from Euclidean Jordan algebras, which leads to a wider quadratic convergence neighbourhood of the central path for the iterates in the algorithm. Furthermore, we derive the currently best known iteration bound for full Nesterov---Todd step feasible interior-point method. |
Year | DOI | Venue |
|---|---|---|
2015 | 10.1007/s10957-014-0696-2 | Journal of Optimization Theory and Applications |
Keywords | Field | DocType |
Interior-point methods, Euclidean Jordan algebras, Linear optimization over symmetric cones, Full Nesterov–Todd step, Polynomial complexity, 90C05, 90C51 | Mathematical optimization,Neighbourhood (mathematics),Polynomial complexity,Rate of convergence,Euclidean geometry,Interior point method,Iterated function,Mathematics | Journal |
Volume | Issue | ISSN |
166 | 2 | 1573-2878 |
Citations | PageRank | References |
3 | 0.60 | 19 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Guo-Qiang Wang | 1 | 35 | 2.55 |
| Lingchen Kong | 2 | 87 | 13.42 |
| Jiyuan Tao | 3 | 51 | 7.41 |
| Goran Lesaja | 4 | 4 | 4.69 |