A Mehrotra-type predictor-corrector infeasible-interior-point method with a new one-norm neighborhood for symmetric optimization

DOI10.1016/j.cam.2015.01.027zbMath1311.65075OpenAlexW1976425051MaRDI QIDQ2018491

Ximei Yang, Hong-Wei Liu, Chang-He Liu

Publication date: 24 March 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2015.01.027

zbMATH Keywords

algorithmconvergencepredictor-corrector methodsymmetric conescomplexity boundEuclidean Jordan algebrainfeasible-interior-point methodone-normsymmetric optimizationNesterov-Todd search direction

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Interior-point methods (90C51)

Related Items (10)

An O(r(cond(G))1/4log¼ϵ−1) iteration predictor–corrector interior-point method with a new one-norm neighbourhood for symmetric cone optimization ⋮ A new infeasible-interior-point algorithm based on wide neighborhoods for symmetric cone programming ⋮ A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for linear programming over symmetric cones ⋮ A wide neighborhood interior-point algorithm for convex quadratic semidefinite optimization ⋮ A Mehrotra-type second-order predictor–corrector algorithm for nonlinear complementarity problems over symmetric cones ⋮ An arc search infeasible interior-point algorithm for symmetric optimization using a new wide neighborhood ⋮ A long-step interior-point algorithm for symmetric cone Cartesian P_*(κ)-HLCP ⋮ A corrector-predictor arc search interior-point algorithm for symmetric optimization ⋮ A primal-dual interior-point algorithm for symmetric cone convex quadratic programming based on the commutative class directions ⋮ A New Predictor-corrector Infeasible Interior-point Algorithm for Linear Optimization in aWide Neighborhood

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