A Mehrotra-type predictor-corrector infeasible-interior-point method with a new one-norm neighborhood for symmetric optimization
From MaRDI portal
Publication:2018491
DOI10.1016/j.cam.2015.01.027zbMath1311.65075MaRDI QIDQ2018491
Ximei Yang, Chang-He Liu, Hong-Wei 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
algorithm; convergence; predictor-corrector method; symmetric cones; complexity bound; Euclidean Jordan algebra; infeasible-interior-point method; one-norm; symmetric optimization; Nesterov-Todd search direction
65K05: Numerical mathematical programming methods
90C25: Convex programming
90C51: Interior-point methods