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.

0 references

reviewed by

Maxim Ivanov Todorov

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

symetric cone

0 references

Euclidean Jordan algebra

0 references

interior point method

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

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

0 references

OpenAlex ID

W1979759774

0 references

cites work

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

0 references

Q4321748

0 references

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

0 references

On the Implementation of a Primal-Dual Interior Point Method

0 references

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

0 references

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

0 references

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

0 references

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

0 references

Q4324980

0 references

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

0 references

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

0 references

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

0 references

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

0 references

Extension of primal-dual interior point algorithms to symmetric cones

0 references

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

0 references

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

0 references

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

0 references

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

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:627455

@@ 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