Takashi Tsuchiya In this article, we present a geometric theoretical analysis of semidefinite feasibility problems (SDFPs). We introduce the concept of hyper feasible partitions and sub-hyper feasible directions, and show how they can be used to decompose SDFPs into smaller ones, in a way that preserves most feasibility properties of the original problem. With this technique, we … Read more
In this paper, we study iteration complexities of Mizuno-Todd-Ye predictor-corrector (MTY-PC) algorithms in SDP and symmetric cone programs by way of curvature integrals. The curvature integral is defined along the central path, reflecting the geometric structure of the central path. The idea to exploit the curvature of the central path for the analysis of iteration … Read more
This paper is a continuation of the paper Kakihara, Ohara and Tsuchiya by the authors where they demonstrated that the number of iterations of Mizuno-Todd-Ye predictor-corrector primal-dual interior-point methods for SDP and more generally symmetric cone programs is (asymptotically) expressed with an integral over the central trajectory called “curvature integral.” It was shown that the … Read more
In this paper, we propose a simple variant of the Mizuno-Todd-Ye predictor-corrector algorithm for linear programming problem (LP). Our variant executes a natural finite termination procedure at each iteration and it is easy to implement the algorithm. Our algorithm admits an objective-function free polynomial-time complexity when it is applied to LPs whose dual feasible region … Read more
In this paper, we study polynomial-time interior-point algorithms in view of information geometry. We introduce an information geometric structure for a conic linear program based on a self-concordant barrier function. Riemannian metric is defined with the Hessian of the barrier function. We introduce two connections $\nabla$ and $\nabla^*$ which roughly corresponds to the primal and … Read more
This paper proposes to apply Gaussian graphical models to estimate the large-scale normal distribution in the context of data assimilation from a relatively small number of data from the satellite. Data assimilation is a field which fits simulation models to observation data developed mainly in meteorology and oceanography. The optimization problem tends to be huge … Read more
In this paper, we analyze the limiting behavior of the weighted least squares problem $\min_{x\in\Re^n}\sum_{i=1}^p\|D_i(A_ix-b_i)\|^2$, where each $D_i$ is a positive definite diagonal matrix. We consider the situation where the magnitude of the weights are drastically different block-wisely so that $\max(D_1)\geq\min(D_1) \gg \max(D_2) \geq \min(D_2) \gg \max(D_3) \geq \ldots \gg \max(D_{p-1}) \geq \min(D_{p-1}) \gg \max(D_p)$. … Read more
In this paper, we study polynomial-time interior-point algorithms in view of information geometry. Information geometry is a differential geometric framework which has been successfully applied to statistics, learning theory, signal processing etc. We consider information geometric structure for conic linear programs introduced by self-concordant barrier functions, and develop a precise iteration-complexity estimate of the polynomial-time … Read more
In this paper we present a scaling-invariant interior-point predictor-corrector type algorithm for linear programming (LP) whose iteration-complexity is polynomially bounded by the dimension and the logarithm of a certain condition number of the LP constraint matrix. At the predictor stage, the algorithm either takes the step along the standard affine scaling direction or a new … Read more
Based on previous explicit computations of universal barrier functions, we describe numerical experiments for solving certain classes of convex optimization problems. The comparison is given of the performance of the classical affine-scaling algorithm with similar algorithm based upon the universal barrier function Citation To appear in “Computational Optimization and Applications” Article Download View Numerical Experiments … Read more