Information geometry and interior-point algorithms in semidefinite programs and symmetric cone programs (Q364723): Difference between revisions

The authors consider interior-point algorithms for semi-definite programming and symmetric conic programming problems. They apply a differential geometric framework, the so-called information geometry, to these classes of problems and show relationships between complexity analysis and the curvature integral taken along the central path.

0 references

reviewed by

Jan-Joachim Rückmann

0 references

zbMATH Keywords

interior-point methods

0 references

iteration complexities

0 references

curvature integral

0 references

semidefinite programs

0 references

symmetric cone programs

0 references

conic programming

0 references

information geometry

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1007/s10957-012-0180-9

0 references

cites work

Curvature integrals and iteration complexities in SDP and symmetric cone programs

0 references

Q5202838

0 references

On the complexity of following the central path of linear programs by linear extrapolation. II

0 references

Estimating the complexity of a class of path-following methods for solving linear programs by curvature integrals

0 references

A strong bound on the integral of the central path curvature and its relationship with the iteration-complexity of primal-dual path-following LP algorithms

0 references

Q4324980

0 references

Dualistic differential geometry of positive definite matrices and its applications to related problems

0 references

Q4527387

0 references

A primal-dual interior point method whose running time depends only on the constraint matrix

0 references

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

0 references

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

0 references

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

0 references

Extension of primal-dual interior point algorithms to symmetric cones

0 references

Identifiers

zbMATH Open document ID

1322.90112

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

10.1007/S10957-012-0180-9

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:364723

@@ Property / DOI @@
-.1007/s10957-012-0180-9
@@ Property / DOI: 10.1007/s10957-012-0180-9 / rank @@
-Normal rank
@@ Property / review text @@
+The authors consider interior-point algorithms for semi-definite programming and symmetric conic programming problems. They apply a differential geometric framework, the so-called information geometry, to these classes of problems and show relationships between complexity analysis and the curvature integral taken along the central path.
+Normal rank
@@ Property / reviewed by @@
+Jan-Joachim Rückmann
@@ Property / reviewed by: Jan-Joachim Rückmann / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C51
@@ Property / Mathematics Subject Classification ID: 90C51 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C22
@@ Property / Mathematics Subject Classification ID: 90C22 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6206956
@@ Property / zbMATH DE Number: 6206956 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+interior-point methods
@@ Property / zbMATH Keywords: interior-point methods / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+iteration complexities
@@ Property / zbMATH Keywords: iteration complexities / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+curvature integral
@@ Property / zbMATH Keywords: curvature integral / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+semidefinite programs
@@ Property / zbMATH Keywords: semidefinite programs / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+symmetric cone programs
@@ Property / zbMATH Keywords: symmetric cone programs / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conic programming
@@ Property / zbMATH Keywords: conic programming / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+information geometry
@@ Property / zbMATH Keywords: information geometry / 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/s10957-012-0180-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2060681267
@@ Property / OpenAlex ID: W2060681267 / rank @@
+Normal rank
@@ Property / cites work @@
+Curvature integrals and iteration complexities in SDP and symmetric cone programs
+Normal rank
@@ Property / cites work @@
+Q5202838
@@ Property / cites work: Q5202838 / rank @@
+Normal rank
@@ Property / cites work @@
+On the complexity of following the central path of linear programs by linear extrapolation. II
+Normal rank
@@ Property / cites work @@
+Estimating the complexity of a class of path-following methods for solving linear programs by curvature integrals
+Normal rank
@@ Property / cites work @@
+A strong bound on the integral of the central path curvature and its relationship with the iteration-complexity of primal-dual path-following LP algorithms
+Normal rank
@@ Property / cites work @@
+Q4324980
@@ Property / cites work: Q4324980 / rank @@
+Normal rank
@@ Property / cites work @@
+Dualistic differential geometry of positive definite matrices and its applications to related problems
+Normal rank
@@ Property / cites work @@
+Q4527387
@@ Property / cites work: Q4527387 / rank @@
+Normal rank
@@ Property / cites work @@
+A primal-dual interior point method whose running time depends only on the constraint matrix
+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 @@
+Linear systems in Jordan algebras and primal-dual interior-point algorithms
+Normal rank
@@ Property / cites work @@
+On a commutative class of search directions for linear programming over symmetric cones
+Normal rank
@@ Property / cites work @@
+Extension of primal-dual interior point algorithms to symmetric cones
+Normal rank
@@ Property / DOI @@
+.1007/S10957-012-0180-9
@@ Property / DOI: 10.1007/S10957-012-0180-9 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:364723