A wide neighborhood primal-dual predictor-corrector interior-point method for symmetric cone optimization (Q1646672)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A wide neighborhood primal-dual predictor-corrector interior-point method for symmetric cone optimization |
scientific article |
Statements
A wide neighborhood primal-dual predictor-corrector interior-point method for symmetric cone optimization (English)
0 references
25 June 2018
0 references
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.
0 references
symmetric cone
0 references
Euclidean Jordan algebra
0 references
predictor-corrector interior-point method
0 references
central path
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
