A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for linear programming over symmetric cones

DOI10.1007/S11075-015-0074-7MaRDI QIDQ306357zbMATHOpenAlexFDO

Authors Ximei Yang, Yinkui Zhang, Hongwei Liu, Yonggang Pei

Publication date 31 August 2016

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-015-0074-7

zbMATH Keywords

linear programmingJordan algebrasymmetric conesinfeasible-interior-point methodsiteration bound

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05) Interior-point methods (90C51)

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Cites work

• scientific article; zbMATH DE number 715155 (Why is no real title available?)
• scientific article; zbMATH DE number 964349 (Why is no real title available?)
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• A full Nesterov-Todd step infeasible interior-point method for second-order cone optimization
• A new wide neighborhood primal-dual infeasible-interior-point method for symmetric cone programming
• A primal-dual infeasible-interior-point algorithm for linear programming
• A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming
• An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
• An \(O(n^ 3L)\) potential reduction algorithm for linear programming
• Associative and Jordan algebras, and polynomial time interior-point algorithms for symmetric cones.
• Barrier Functions in Interior Point Methods
• Extension of primal-dual interior point algorithms to symmetric cones
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• Linear systems in Jordan algebras and primal-dual interior-point algorithms
• Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
• On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
• 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
• On the Nesterov--Todd Direction in Semidefinite Programming
• 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
• SDPLIB 1.2, a library of semidefinite programming test problems

Cited in

(10)

• Large-neighborhood infeasible predictor-corrector algorithm for horizontal linear complementarity problems over Cartesian product of symmetric cones
• 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
• A long-step feasible predictor–corrector interior-point algorithm for symmetric cone optimization
• Polynomial convergence of primal-dual path-following algorithms for symmetric cone programming based on wide neighborhoods and a new class of directions
• A new infeasible-interior-point algorithm for linear programming over symmetric cones
• A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for symmetric optimization with the arc-search strategy
• A corrector-predictor arc search interior-point algorithm for symmetric optimization
• A wide neighbourhood predictor–corrector infeasible-interior-point algorithm for symmetric cone programming
• An inexact non-interior continuation method for semidefinite programming: convergence analysis and numerical results
• A new predictor-corrector infeasible interior-point algorithm for linear optimization in a wide neighborhood

Describes a project that uses

Uses Software

• SDPLIB

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