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 .

Voir la notice de l'article provenant de la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

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. 
@article{YJOR_2014_24_1_a2,
     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 },
     publisher = {mathdoc},
     volume = {24},
     number = {1},
     year = {2014},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/YJOR_2014_24_1_a2/}
}
TY  - JOUR
AU  - Behrouz Kheirfam
TI  - A Predictor-Corrector Path-Following Algorithm for Symmetric Optimization Based on Darvay's Technique
JO  - Yugoslav journal of operations research
PY  - 2014
SP  - 35 
VL  - 24
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/YJOR_2014_24_1_a2/
LA  - en
ID  - YJOR_2014_24_1_a2
ER  - 
%0 Journal Article
%A Behrouz Kheirfam
%T A Predictor-Corrector Path-Following Algorithm for Symmetric Optimization Based on Darvay's Technique
%J Yugoslav journal of operations research
%D 2014
%P 35 
%V 24
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/YJOR_2014_24_1_a2/
%G en
%F YJOR_2014_24_1_a2
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/