A Geodesic Interior-Point Method for Linear Optimization over Symmetric Cones
From MaRDI portal
Publication:6161308
DOI10.1137/20m1385019zbMath1519.90158arXiv2008.08047OpenAlexW3076268892MaRDI QIDQ6161308
Publication date: 27 June 2023
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.08047
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25) Quadratic programming (90C20) Newton-type methods (49M15) Linear programming (90C05) Interior-point methods (90C51)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Full Nesterov-Todd step infeasible interior-point method for symmetric optimization
- Primal central paths and Riemannian distances for convex sets
- Interior path following primal-dual algorithms. I: Linear programming
- Symmetric primal-dual path-following algorithms for semidefinite programming
- Linear systems in Jordan algebras and primal-dual interior-point algorithms
- Euclidean Jordan algebras and interior-point algorithms
- Extension of primal-dual interior point algorithms to symmetric cones
- Introductory lectures on convex optimization. A basic course.
- Geometric means on symmetric cones
- On the Riemannian geometry defined by self-concordant barriers and interior-point methods.
- Primal-Dual Symmetry and Scale Invariance of Interior-Point Algorithms for Convex Optimization
- Self-Scaled Barriers for Irreducible Symmetric Cones
- On the Implementation and Usage of SDPT3 – A Matlab Software Package for Semidefinite-Quadratic-Linear Programming, Version 4.0
- Positive Definite Matrices
- Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
- Nineteen Dubious Ways to Compute the Exponential of a Matrix
- On the Nesterov--Todd Direction in Semidefinite Programming
- Self-Scaled Barriers and Interior-Point Methods for Convex Programming
- Primal--Dual Path-Following Algorithms for Semidefinite Programming
- Primal-Dual Interior-Point Methods for Self-Scaled Cones
- Implementation of interior point methods for mixed semidefinite and second order cone optimization problems
- The Geometric Mean, Matrices, Metrics, and More
- A study of search directions in primal-dual interior-point methods for semidefinite programming
- Geodesic Convexity and Covariance Estimation
- Hessian Riemannian Gradient Flows in Convex Programming
- An Interior-Point Method for Semidefinite Programming
- Hessian Barrier Algorithms for Linearly Constrained Optimization Problems
- Conic Geometric Optimization on the Manifold of Positive Definite Matrices
This page was built for publication: A Geodesic Interior-Point Method for Linear Optimization over Symmetric Cones