Information Geometry and Interior-Point Algorithms in SDP and Symmetric Cone Programs

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