A new strategy in the complexity analysis of an infeasible-interior-point method for symmetric cone programming (Q493049)
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English | A new strategy in the complexity analysis of an infeasible-interior-point method for symmetric cone programming |
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A new strategy in the complexity analysis of an infeasible-interior-point method for symmetric cone programming (English)
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11 September 2015
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This article presents a strategy for the complexity analysis of an infeasible interior-point method for general symmetric cone programming problems. The paper begins with an overview of symmetric cone programming and the associated literature, before introducing the key features of Euclidean Jordan algebras. The authors then present the main results of infeasible interior-point methods and their proposed algorithmic framework for complexity analysis based on Euclidean Jordan algebras. The fourth section of this article analyzes the proposed algorithm and establishes its key properties and convergence. The article concludes with a list of useful references.
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Jordan algebra
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symmetric cone programming
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infeasible-interior-point method
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polynomial complexity
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