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A new full-NT step interior-point method for circular cone optimization
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Journal Article
A new full-NT step interior-point method for circular cone optimization
2019
Overview
We present a full step feasible interior-point algorithm for circular cone optimization using Euclidean Jordan algebras. The specificity of our method is to use a transformation similar to that introduced by Darvay and Takács for the centering equations of the central path of the linear optimization. The Nesterov and Todd symmetrization scheme is used to derive the search directions. The theoretical complexity bound of the algorithm coincides with the best-known iteration bound for small-update methods.
Publisher
Croatian Operational Research Society (CRORS),Hrvatsko društvo za operacijska istraživanja,Croatian Operational Research Society
