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
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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.
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/
@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 },
year = {2014},
volume = {24},
number = {1},
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 UR - http://geodesic.mathdoc.fr/item/YJOR_2014_24_1_a2/ LA - en ID - YJOR_2014_24_1_a2 ER -