An infeasible full-NT step interior point algorithm for CQSCO
详细信息 查看全文
- 作者：Behrouz Kheirfam
- 关键词：Convex quadratic symmetric cone optimization ; Interior ; point method ; Infeasible method ; Euclidean Jordan algebra ; Polynomial complexity
- 刊名：Numerical Algorithms
- 出版年：2017
- 出版时间：January 2017
- 年：2017
- 卷：74
- 期：1
- 页码：93-109
- 全文大小：
- 刊物类别：Computer Science
- 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.