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A new full-NT step interior-point method for circular cone optimization
Croatian Operational Research Review Pub Date : 2019-12-13 , DOI: 10.17535/crorr.2019.0023
Behrouz Kheirfam ,

We present a full step feasible interior-point algorithm for circular cone optimization using Euclidean Jordan algebras. The specificity of our method is to use a transformation similar to that introduced by Darvay and Takács for the centering equations of the central path of the linear optimization. The Nesterov and Todd symmetrization scheme is used to derive the search directions. The theoretical complexity bound of the algorithm coincides with the best-known iteration bound for small-update methods.

中文翻译:

圆锥优化的新的全NT步内点法

我们提出了使用欧几里得约旦代数进行圆锥优化的整步可行内点算法。我们方法的特殊性是对线性优化中心路径的中心方程使用类似于Darvay和Takács引入的转换。Nesterov和Todd对称化方案用于导出搜索方向。该算法的理论复杂度边界与小更新方法的最著名迭代边界一致。
更新日期:2019-12-13
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