A wide neighborhood primal-dual predictor-corrector interior-point method for symmetric cone optimization (Q1646672): Difference between revisions
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Latest revision as of 00:41, 11 December 2024
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English | A wide neighborhood primal-dual predictor-corrector interior-point method for symmetric cone optimization |
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A wide neighborhood primal-dual predictor-corrector interior-point method for symmetric cone optimization (English)
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25 June 2018
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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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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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