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Full Nesterov–Todd step infeasible interior-point method for symmetric optimization

Gu, G. ; Zangiabadi, M. ; Roos, C.

European journal of operational research, 2011-11, Vol.214 (3), p.473-484 [Periódico revisado por pares]

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Título:
Full Nesterov–Todd step infeasible interior-point method for symmetric optimization
Autor: Gu, G. ; Zangiabadi, M. ; Roos, C.
Assuntos: Algebra ; Algorithms ; Applied sciences ; Conic programming ; Electronics ; Euclidean space ; Exact sciences and technology ; Interior point methods ; Interior point methods Conic programming Nesterov-Todd step ; Mathematical programming ; Nesterov–Todd step ; Nonlinear programming ; Operational research ; Operational research and scientific management ; Operational research. Management science ; Optimization ; Optimization algorithms ; Studies
É parte de: European journal of operational research, 2011-11, Vol.214 (3), p.473-484
Notas: ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
Descrição: Euclidean Jordan algebras were proved more than a decade ago to be an indispensable tool in the unified study of interior-point methods. By using it, we generalize the full-Newton step infeasible interior-point method for linear optimization of Roos [Roos, C., 2006. A full-Newton step O(n) infeasible interior-point algorithm for linear optimization. SIAM Journal on Optimization. 16 (4), 1110–1136 (electronic)] to symmetric optimization. This unifies the analysis for linear, second-order cone and semidefinite optimizations.
Editor: Amsterdam: Elsevier B.V
Idioma: Inglês

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