Polynomial convergence of second-order mehrotra-type predictor-corrector algorithms over symmetric cones (Q1937004)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Polynomial convergence of second-order mehrotra-type predictor-corrector algorithms over symmetric cones |
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Polynomial convergence of second-order mehrotra-type predictor-corrector algorithms over symmetric cones (English)
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11 February 2013
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This article considers the linear programming problem on a symmetric cone. The paper begins with a description of Euclidean Jordan algebras, symmetric cones and their properties, followed by the interior-point method that produces a second-order Mehrota-type predictor-corrector algorithm. The proposed algorithm includes adaptive updates of a centering parameter. The last section considers complexity issues and the polynomial convergence of the algorithm.
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symmetric cone
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Euclidean Jordan algebra
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interior-point methods
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second-order methods
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Mehrotra-type algorithm
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polynomial complexity
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