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An infeasible full-NT step interior point algorithm for CQSCO.

Authors :
Kheirfam, Behrouz
Source :
Numerical Algorithms. Jan2017, Vol. 74 Issue 1, p93-109. 17p.
Publication Year :
2017

Abstract

In this paper, we propose a full Nesterov-Todd (NT) step infeasible interior-point algorithm for convex quadratic symmetric cone optimization based on Euclidean Jordan algebra. The algorithm uses only one feasibility step in each main iteration. The complexity result coincides with the best-known iteration bound for infeasible interior-point methods. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
*INTERIOR-point methods
*MATHEMATICAL symmetry
*MATHEMATICAL optimization
*EUCLIDEAN algorithm
*ITERATIVE methods (Mathematics)

Details

Language :
English
ISSN :
10171398
Volume :
74
Issue :
1
Database :
Academic Search Index
Journal :
Numerical Algorithms
Publication Type :
Academic Journal
Accession number :
120505345
Full Text :
https://doi.org/10.1007/s11075-016-0140-9
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