A T-algebraic approach to primal-dual interior-point algorithms

  • Chek Beng Chua
    • Categories Convex Optimization, Linear, Cone and Semidefinite Programming Short URL: https://optimization-online.org/?p=9090

    Three primal-dual interior-point algorithms for homogeneous cone programming are presented. They are a short-step algorithm, a large-update algorithm, and a predictor-corrector algorithm. These algorithms are described and analyzed based on a characterization of homogeneous cone via T-algebra. The analysis show that the algorithms have polynomial iteration complexity.

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    Division of Mathematical Sciences, Nanyang Technological University, December 2006

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