A wide neighborhood primal-dual predictor-corrector interior-point method for symmetric cone optimization (Q1646672): Difference between revisions

A primal-dual predictor-corrector interior-point method for symmetric cone optimization is presented. The algorithm is based on a new wide neighborhood and the Nesterov-Todd search directions. The complexity bound of the wide neighborhood predictor-corrector interior-point method for symmetric cone optimization is obtained which is better than that of the usual wide neighborhood algoritm. Preliminary numerical results indicate that the method performs well.

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zbMATH Keywords

symmetric cone

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Euclidean Jordan algebra

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predictor-corrector interior-point method

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central path

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reviewed by

Nada I. Djuranović-Miličić

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1007/s11075-017-0387-9

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cites work

A new polynomial-time algorithm for linear programming

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Q4321748

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Extension of primal-dual interior point algorithms to symmetric cones

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Full Nesterov-Todd step infeasible interior-point method for symmetric optimization

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Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming

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A new wide neighborhood primal-dual infeasible-interior-point method for symmetric cone programming

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Neighborhood-following algorithms for linear programming

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An <i>O</i>$(\sqrtn L)$ Iteration Primal-dual Path-following Method, Based on Wide Neighborhoods and Large Updates, for Monotone LCP

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A New Class of Large Neighborhood Path-Following Interior Point Algorithms for Semidefinite Optimization with $O(\sqrt{n}\log\frac{\mathrm{Tr}(X^0S^0)}{\epsilon})$ Iteration Complexity

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A New Iteration Large-Update Primal-Dual Interior-Point Method for Second-Order Cone Programming

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A new $O(\sqrt{n}L)$-iteration predictor-corrector algorithm with wide neighborhood for semidefinite programming

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A new primal-dual predictor-corrector interior-point method for linear programming based on a wide neighbourhood

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An $O(\sqrt nL)$ iteration primal-dual second-order corrector algorithm for linear programming

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Primal-Dual Interior-Point Methods for Self-Scaled Cones

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A Jordan-algebraic approach to potential-reduction algorithms

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Q4324980

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Primal-dual interior-point algorithms for second-order cone optimization based on kernel functions

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Q5691079

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On the Nesterov--Todd Direction in Semidefinite Programming

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Polynomial convergence of second-order mehrotra-type predictor-corrector algorithms over symmetric cones

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

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Identifiers

zbMATH Open document ID

1395.90240

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DOI

10.1007/s11075-017-0387-9

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1646672

@@ Property / cites work @@
+A new polynomial-time algorithm for linear programming
+Normal rank
@@ Property / cites work @@
+Q4321748
@@ Property / cites work: Q4321748 / rank @@
+Normal rank
@@ Property / cites work @@
+Extension of primal-dual interior point algorithms to symmetric cones
+Normal rank
@@ Property / cites work @@
+Full Nesterov-Todd step infeasible interior-point method for symmetric optimization
+Normal rank
@@ Property / cites work @@
+Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming
+Normal rank
@@ Property / cites work @@
+A new wide neighborhood primal-dual infeasible-interior-point method for symmetric cone programming
+Normal rank
@@ Property / cites work @@
+Neighborhood-following algorithms for linear programming
+Normal rank
@@ Property / cites work @@
+An <i>O</i>$(\sqrtn L)$ Iteration Primal-dual Path-following Method, Based on Wide Neighborhoods and Large Updates, for Monotone LCP
+Normal rank
@@ Property / cites work @@
+A New Class of Large Neighborhood Path-Following Interior Point Algorithms for Semidefinite Optimization with $O(\sqrt{n}\log\frac{\mathrm{Tr}(X^0S^0)}{\epsilon})$ Iteration Complexity
+Normal rank
@@ Property / cites work @@
+A New Iteration Large-Update Primal-Dual Interior-Point Method for Second-Order Cone Programming
+Normal rank
@@ Property / cites work @@
+A new \(O(\sqrt{n}L)\)-iteration predictor-corrector algorithm with wide neighborhood for semidefinite programming
+Normal rank
@@ Property / cites work @@
+A new primal-dual predictor-corrector interior-point method for linear programming based on a wide neighbourhood
+Normal rank
@@ Property / cites work @@
+An \(O(\sqrt nL)\) iteration primal-dual second-order corrector algorithm for linear programming
+Normal rank
@@ Property / cites work @@
+Primal-Dual Interior-Point Methods for Self-Scaled Cones
+Normal rank
@@ Property / cites work @@
+A Jordan-algebraic approach to potential-reduction algorithms
+Normal rank
@@ Property / cites work @@
+Q4324980
@@ Property / cites work: Q4324980 / rank @@
+Normal rank
@@ Property / cites work @@
+Primal-dual interior-point algorithms for second-order cone optimization based on kernel functions
+Normal rank
@@ Property / cites work @@
+Q5691079
@@ Property / cites work: Q5691079 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Nesterov--Todd Direction in Semidefinite Programming
+Normal rank
@@ Property / cites work @@
+Polynomial convergence of second-order mehrotra-type predictor-corrector algorithms over symmetric cones
+Normal rank
@@ Property / cites work @@
+On polynomiality of the Mehrotra-type predictor-corrector interior-point algorithms
+Normal rank