Geodesic
A Predictor-Corrector Path-Following Algorithm for Symmetric Optimization Based on Darvay's Technique
Yugoslav journal of operations research, Tome 24 (2014) no. 1, p. 35 Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

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In this paper, we present a predictor-corrector path-following interior-point algorithm for symmetric cone optimization based on Darvay's technique. Each iteration of the algorithm contains a predictor step and a corrector step based on a modification of the Nesterov and Todd directions. Moreover, we show that the algorithm is well defined and that the obtained iteration bound is $ \mathcal{O}(\sqrt{r} \log \dfrac{r \mu ^0}{\varepsilon})$, where $r$ is the rank of Euclidean Jordan algebra.
Keywords: Symmetric cone optimization, interior-point method, predictor-corrector method,polynomial complexity. 
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     author = {Behrouz Kheirfam},
     title = {A {Predictor-Corrector} {Path-Following} {Algorithm} for {Symmetric} {Optimization} {Based} on {Darvay's} {Technique}},
     journal = {Yugoslav journal of operations research},
     pages = {35 },
     year = {2014},
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     number = {1},
     language = {en},
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Behrouz Kheirfam. A Predictor-Corrector Path-Following Algorithm for Symmetric Optimization Based on Darvay's Technique. Yugoslav journal of operations research, Tome 24 (2014) no. 1, p. 35 . http://geodesic.mathdoc.fr/item/YJOR_2014_24_1_a2/