Full Nesterov-Todd Step Interior-Point Methods for Symmetric Optimization

  • G. Gu
  • Cornelis Roos
  • M. Zangiabadi
    • Categories Linear, Cone and Semidefinite Programming Tags , , Short URL: https://optimization-online.org/?p=10620

    Some Jordan algebras were proved more than a decade ago to be an indispensable tool in the unified study of interior-point methods. By using it, we generalize the infeasible interior-point method for linear optimization of Roos [SIAM J. Optim., 16(4):1110--1136 (electronic), 2006] to symmetric optimization. This unifies the analysis for linear, second-order cone and semidefinite optimizations.

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    November/2008

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