Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming (Q627455): Difference between revisions

The authors propose a second order interior point algorithm for symmetric cone programming, using a wide neighborhood of the central path. The basic tool of their analysis of the complexity bounds of the proposed methods is the theory of Euclidean Jordan algebras. Polynomial convergence for several infeasible and feasible interior point methods is also established.

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reviewed by

Maxim Ivanov Todorov

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zbMATH Keywords

symetric cone

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Euclidean Jordan algebra

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interior point method

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s00186-010-0334-1

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cites work

Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results

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Q4321748

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Linear systems in Jordan algebras and primal-dual interior-point algorithms

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On the Implementation of a Primal-Dual Interior Point Method

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Polynomial Convergence of Primal-Dual Algorithms for Semidefinite Programming Based on the Monteiro and Zhang Family of Directions

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Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions

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A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming

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On a commutative class of search directions for linear programming over symmetric cones

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Q4324980

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Self-Scaled Barriers and Interior-Point Methods for Convex Programming

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Polynomial Convergence of Infeasible-Interior-Point Methods over Symmetric Cones

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Polynomial time second order mehrotra-type predictor--corrector algorithms

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Associative and Jordan Algebras, and Polynomial Time Interior-Point Algorithms for Symmetric Cones

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Extension of primal-dual interior point algorithms to symmetric cones

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A convergence analysis of the scaling-invariant primal-dual path-following algorithms for second-order cone programming

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On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem

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On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming

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On polynomiality of the Mehrotra-type predictor-corrector interior-point algorithms

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Identifiers

zbMATH Open document ID

1229.90084

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DOI

10.1007/s00186-010-0334-1

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:627455

@@ Property / author @@
-Ke-Cun Zhang
@@ Property / author: Ke-Cun Zhang / rank @@
-Normal rank
@@ Property / author @@
+Ke-Cun Zhang
@@ Property / author: Ke-Cun Zhang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00186-010-0334-1
+Normal rank
@@ Property / OpenAlex ID @@
+W1979759774
@@ Property / OpenAlex ID: W1979759774 / rank @@
+Normal rank
@@ Property / cites work @@
+Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
+Normal rank
@@ Property / cites work @@
+Q4321748
@@ Property / cites work: Q4321748 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear systems in Jordan algebras and primal-dual interior-point algorithms
+Normal rank
@@ Property / cites work @@
+On the Implementation of a Primal-Dual Interior Point Method
+Normal rank
@@ Property / cites work @@
+Polynomial Convergence of Primal-Dual Algorithms for Semidefinite Programming Based on the Monteiro and Zhang Family of Directions
+Normal rank
@@ Property / cites work @@
+Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions
+Normal rank
@@ Property / cites work @@
+A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming
+Normal rank
@@ Property / cites work @@
+On a commutative class of search directions for linear programming over symmetric cones
+Normal rank
@@ Property / cites work @@
+Q4324980
@@ Property / cites work: Q4324980 / rank @@
+Normal rank
@@ Property / cites work @@
+Self-Scaled Barriers and Interior-Point Methods for Convex Programming
+Normal rank
@@ Property / cites work @@
+Polynomial Convergence of Infeasible-Interior-Point Methods over Symmetric Cones
+Normal rank
@@ Property / cites work @@
+Polynomial time second order mehrotra-type predictor--corrector algorithms
+Normal rank
@@ Property / cites work @@
+Associative and Jordan Algebras, and Polynomial Time Interior-Point Algorithms for Symmetric Cones
+Normal rank
@@ Property / cites work @@
+Extension of primal-dual interior point algorithms to symmetric cones
+Normal rank
@@ Property / cites work @@
+A convergence analysis of the scaling-invariant primal-dual path-following algorithms for second-order cone programming
+Normal rank
@@ Property / cites work @@
+On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
+Normal rank
@@ Property / cites work @@
+On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
+Normal rank
@@ Property / cites work @@
+On polynomiality of the Mehrotra-type predictor-corrector interior-point algorithms
+Normal rank