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Title: New complexity analysis of a full Nesterov- Todd step infeasible interior-point algorithm for symmetric optimization (English)
Author: Kheirfam, Behrouz
Author: Mahdavi-Amiri, Nezam
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 49
Issue: 6
Year: 2013
Pages: 883-896
Summary lang: English
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Category: math
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Summary: A full Nesterov-Todd step infeasible interior-point algorithm is proposed for solving linear programming problems over symmetric cones by using the Euclidean Jordan algebra. Using a new approach, we also provide a search direction and show that the iteration bound coincides with the best known bound for infeasible interior-point methods. (English)
Keyword: interior-point methods
Keyword: symmetric cone optimization
Keyword: Euclidean Jordan algebra
Keyword: polynomial complexity
MSC: 17C50
MSC: 90C25
MSC: 90C51
idZBL: Zbl 06285133
idMR: MR3182646
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Date available: 2014-01-27T12:27:02Z
Last updated: 2015-03-29
Stable URL: http://hdl.handle.net/10338.dmlcz/143577
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Reference: [11] Roos, C., Terlaky, T., Vial, J.-Ph.: Theory and Algorithms for Linear Optimization: An Interior-Point Approach..John Wiley and Sons, Chichester 1997, Second edition Springer 2006. Zbl 0954.65041, MR 1450094
Reference: [12] Schmieta, S. H., Alizadeh, F.: Extension of primal-dual interior-point algorithm to symmetric cones..Math. Program. 96 (2003), 3, 409-438. MR 1993457, 10.1007/s10107-003-0380-z
Reference: [13] Sturm, J. F.: Similarity and other spectral relations for symmetric cones..Algebra Appl. 312 (2000), 1 - 3, 135-154. Zbl 0973.90093, MR 1759328, 10.1016/S0024-3795(00)00096-3
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