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

DOI10.1016/J.CAM.2015.01.027MaRDI QIDQ2018491zbMATH OpenOpenAlexFDO

Authors Ximei Yang, Hongwei Liu, 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

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)

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Cites work

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• scientific article; zbMATH DE number 194139 (Why is no real title available?)
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• A primal-dual infeasible-interior-point algorithm for linear programming
• An O$(\sqrtn L)$ Iteration Primal-dual Path-following Method, Based on Wide Neighborhoods and Large Updates, for Monotone LCP
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• Barrier Functions in Interior Point Methods
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• Full Nesterov-Todd step infeasible interior-point method for symmetric optimization
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• Linear systems in Jordan algebras and primal-dual interior-point algorithms
• On a commutative class of search directions for linear programming over symmetric cones
• On polynomiality of the Mehrotra-type predictor-corrector interior-point algorithms
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• On the Implementation of a Primal-Dual Interior Point Method
• Path-following interior point algorithms for the Cartesian \(P_{*}(\kappa )\)-LCP over symmetric cones
• Polynomial Convergence of Infeasible-Interior-Point Methods over Symmetric Cones
• Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming
• Polynomial convergence of second-order mehrotra-type predictor-corrector algorithms over symmetric cones
• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• Some P-properties for linear transformations on Euclidean Jordan algebras

Cited in

(14)

• A long-step interior-point algorithm for symmetric cone Cartesian \(P_\ast (\kappa)\)-HLCP
• 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
• An arc search infeasible interior-point algorithm for symmetric optimization using a new wide neighborhood
• A new predictor-corrector infeasible interior-point algorithm for linear optimization in a wide neighborhood
• A second-order corrector infeasible interior-point method with one-norm wide neighborhood for symmetric optimization
• A Mehrotra-type second-order predictor–corrector algorithm for nonlinear complementarity problems over symmetric cones
• A new infeasible Mehrotra-type predictor-corrector algorithm for nonlinear complementarity problems over symmetric cones
• The Mehrotra Predictor-Corrector Interior-Point Method As a Perturbed Composite Newton Method
• A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for linear programming over symmetric cones
• Polynomial convergence of Mehrotra-type prediction-corrector infeasible-IPM for symmetric optimization based on the commutative class directions
• 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

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