A primal-dual interior-point algorithm for second-order cone optimization with full Nesterov-Todd step (Q734862)

The authors study the problem of optimizing a linear objective function over the Cartesian product of several second-order cones. The article begins with an introduction to the problem and the associated overview of the literature and applications. The second section presents an outline of the properties of second-order cones and their Jordan algebras, where a large number of theorems and lemmas are proven. The third section focuses on the central path for second-order cone optimization, which is followed by the proposed approach for a novel search direction to solve the optimization problem. The fifth and sixth sections contain the details of the proposed algorithm, where several properties are studied such as the number of iterations required and convergence. The article concludes with a list of relevant references.