Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming (Q627455)
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scientific article; zbMATH DE number 5859298
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| English | Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming |
scientific article; zbMATH DE number 5859298 |
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Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming (English)
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2 March 2011
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The authors propose a second order interior point algorithm for symmetric cone programming, using a wide neighborhood of the central path. The basic tool of their analysis of the complexity bounds of the proposed methods is the theory of Euclidean Jordan algebras. Polynomial convergence for several infeasible and feasible interior point methods is also established.
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symetric cone
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Euclidean Jordan algebra
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interior point method
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0.8837673664093018
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0.8814789056777954
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0.8662856221199036
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0.8578566312789917
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0.8471568822860718
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