Name
Title | ||
|---|---|---|
A long-step feasible predictor-corrector interior-point algorithm for symmetric cone optimization. |
Abstract | ||
|---|---|---|
In this paper, we present a feasible predictor-corrector interior-point method for symmetric cone optimization problem in the large neighbourhood of the central path. The method is generalization of AiZhang's predictor-corrector algorithm to the symmetric cone optimization problem. Starting with a feasible point (x(0), y(0), s(0)) in given large neighbourhood of the central path, the algorithm still terminates in at most O(root r log(Tr(x(0). s(0))/epsilon)) iterations. This matches the best known iteration bound that is usually achieved by short-step methods, thereby, closing the complexity gap between long-and short-step interior-point methods for symmetric cone optimization. The preliminary numerical results on a selected set of NETLIB problems show advantage of the method in comparison with the version of the algorithm that is not based on the predictor-corrector scheme. |
Year | DOI | Venue |
|---|---|---|
2019 | 10.1080/10556788.2018.1528248 | OPTIMIZATION METHODS & SOFTWARE |
Keywords | Field | DocType |
Symmetric cone optimization,Euclidean Jordan algebra,large neighbourhood of the central path,predictor-corrector interior-point algorithm,Nesterov-Todd directions | Symmetric cone,Netlib,Algorithm,Neighbourhood (mathematics),Predictor–corrector method,Optimization problem,Interior point method,Mathematics | Journal |
Volume | Issue | ISSN |
34 | 2 | 1055-6788 |
Citations | PageRank | References |
0 | 0.34 | 18 |
Authors | ||
5 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| S. Asadi | 1 | 6 | 2.52 |
| Hossein Mansouri | 2 | 2 | 2.07 |
| Zs. Darvay | 3 | 6 | 4.20 |
| Goran Lesaja | 4 | 4 | 4.69 |
| Maryam Zangiabadi | 5 | 40 | 6.07 |