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

DOI10.1016/J.CAM.2015.01.027zbMATH Open1311.65075OpenAlexW1976425051MaRDI QIDQ2018491FDOQ2018491

Hongwei Liu, Ximei Yang, Changhe 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

Recommendations

• An \(\operatorname{O}(\sqrt{r}(\operatorname{cond}(G))^{1 / 4}\log \varepsilon^{- 1})\) iteration predictor-corrector interior-point method with a new one-norm neighbourhood for symmetric cone optimization
• Polynomial convergence of Mehrotra-type prediction-corrector infeasible-IPM for symmetric optimization based on the commutative class directions
• A second-order corrector infeasible interior-point method with one-norm wide neighborhood for symmetric optimization
• An arc-search infeasible-interior-point method for symmetric optimization in a wide neighborhood of the central path
• A wide neighbourhood predictor–corrector infeasible-interior-point algorithm for symmetric cone programming

zbMATH Keywords

convergencealgorithmEuclidean Jordan algebrasymmetric conesinfeasible-interior-point methodcomplexity boundone-normpredictor-corrector methodsymmetric optimizationNesterov-Todd search direction

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• On the Implementation of a Primal-Dual Interior Point Method
• Title not available (Why is that?)
• A new full Nesterov-Todd step primal-dual path-following interior-point algorithm for symmetric optimization
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• An O$(\sqrtn L)$ Iteration Primal-dual Path-following Method, Based on Wide Neighborhoods and Large Updates, for Monotone LCP
• Polynomial Convergence of Infeasible-Interior-Point Methods over Symmetric Cones
• Some P-properties for linear transformations on Euclidean Jordan algebras
• Path-following interior point algorithms for the Cartesian \(P_{*}(\kappa )\)-LCP over symmetric cones
• Linear systems in Jordan algebras and primal-dual interior-point algorithms
• Extension of primal-dual interior point algorithms to symmetric cones
• On polynomiality of the Mehrotra-type predictor-corrector interior-point algorithms
• Function spaces and reproducing kernels on bounded symmetric domains
• Full Nesterov-Todd step infeasible interior-point method for symmetric optimization
• A primal-dual infeasible-interior-point algorithm for linear programming
• On a commutative class of search directions for linear programming over symmetric cones
• Polynomial convergence of second-order mehrotra-type predictor-corrector algorithms over symmetric cones
• Associative and Jordan algebras, and polynomial time interior-point algorithms for symmetric cones.
• A New Class of Large Neighborhood Path-Following Interior Point Algorithms for Semidefinite Optimization with $O(\sqrt{n}\log\frac{\mathrm{Tr}(X^0S^0)}{\epsilon})$ Iteration Complexity
• Barrier Functions in Interior Point Methods
• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming

Cited In (12)

• An arc search infeasible interior-point algorithm for symmetric optimization using a new wide neighborhood
• A Mehrotra-type second-order predictor–corrector algorithm for nonlinear complementarity problems over symmetric cones
• The Mehrotra Predictor-Corrector Interior-Point Method As a Perturbed Composite Newton Method
• A new infeasible Mehrotra-type predictor-corrector algorithm for nonlinear complementarity problems over symmetric cones
• A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for linear programming over symmetric cones
• A long-step interior-point algorithm for symmetric cone Cartesian P_*(κ)-HLCP
• 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 Predictor-corrector Infeasible Interior-point Algorithm for Linear Optimization in aWide Neighborhood
• A wide neighborhood interior-point algorithm for convex quadratic semidefinite optimization
• A new infeasible-interior-point algorithm based on wide neighborhoods for symmetric cone programming
• 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

This page was built for publication: A Mehrotra-type predictor-corrector infeasible-interior-point method with a new one-norm neighborhood for symmetric optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2018491)