Long-Step Path-Following Algorithm for Solving Symmetric Programming Problems with Nonlinear Objective Functions

  • Leonid Faybusovich
  • Cunlu Zhou
    • Categories Convex Optimization, Linear, Cone and Semidefinite Programming Tags , , Short URL: https://optimization-online.org/?p=14929

    We describe a long-step path-following algorithm for a class of symmetric programming problems with nonlinear convex objective functions. The complexity estimates similar to the case of a linear-quadratic objective function are established. The results of numerical experiments for the class of optimization problems involving quantum entropy are presented.

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    Preprint, University of Notre Dame, December 2017

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