刊物主题:Numeric Computing; Algorithms; Algebra; Theory of Computation; Numerical Analysis;
出版者:Springer US
ISSN:1572-9265
卷排序:74
文摘
In this paper, we propose a full Nesterov-Todd (NT) step infeasible interior-point algorithm for convex quadratic symmetric cone optimization based on Euclidean Jordan algebra. The algorithm uses only one feasibility step in each main iteration. The complexity result coincides with the best-known iteration bound for infeasible interior-point methods.