Name
Abstract | ||
|---|---|---|
In this paper, we present two primal---dual interior-point algorithms for symmetric cone optimization problems. The algorithms produce a sequence of iterates in the wide neighborhood $$mathcal {N}(tau ,,beta )$$N(ź,β) of the central path. The convergence is shown for a commutative class of search directions, which includes the Nesterov---Todd direction and the xs and sx directions. We derive that these two path-following algorithms have $$begin{aligned} text{ O }left( sqrt{rtext{ cond }(G)}log varepsilon ^{-1}right) , text{ O }left( sqrt{r}left( text{ cond }(G)right) ^{1/4}log varepsilon ^{-1}right) end{aligned}$$Orcond(G)logź-1,Orcond(G)1/4logź-1iteration complexity bounds, respectively. The obtained complexity bounds are the best result in regard to the iteration complexity bound in the context of the path-following methods for symmetric cone optimization. Numerical results show that the algorithms are efficient for this kind of problems. |
Year | DOI | Venue |
|---|---|---|
2017 | https://doi.org/10.1007/s10589-017-9905-x | Comp. Opt. and Appl. |
Keywords | Field | DocType |
Symmetric cone,Euclidean Jordan algebra,Wide neighborhood,Predictor–corrector interior-point method,90C05,90C51 | Convergence (routing),Mathematical optimization,Combinatorics,Symmetric cone,Commutative property,Iterated function,Interior point method,Optimization problem,Mathematics | Journal |
Volume | Issue | ISSN |
68 | 1 | 0926-6003 |
Citations | PageRank | References |
0 | 0.34 | 17 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| M. Sayadi Shahraki | 1 | 1 | 1.72 |
| Hossein Mansouri | 2 | 9 | 3.26 |
| Maryam Zangiabadi | 3 | 40 | 6.07 |