Improved complexity analysis of full Nesterov-Todd step feasible interior-point method for symmetric optimization (Q493059): Difference between revisions

A symmetric optimization problem is a convex optimization problem, which minimizes a linear function over the intersection of an affine subspace and a symmetric cone. It is important, because it includes linear optimization, second-order cone optimization, and semidefinite optimization, as special cases. In this paper, an improved complexity analysis of the full Nesterov-Todd step feasible interior-point method for symmetric optimization is considered. The authors establish a sharper quadratic convergence result, using several new results from Euclidean Jordan algebras, which leads to a wider quadratic convergence neighborhood of the central path for the iterates in the algorithm. Furthermore, they derive the currently best known iteration bound for the full Nesterov-Todd step feasible interior-point method.