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.
Division of Mathematical Sciences, Nanyang Technological University, December 2006
View A T-algebraic approach to primal-dual interior-point algorithms