We present a full-Newton step infeasible interior-point algorithm. It is shown that at most $O(n)$ (inner) iterations suffice to reduce the duality gap and the residuals by the factor $\frac1{e}$. The bound coincides with the best known bound for infeasible interior-point algorithms. It is conjectured that further investigation will improve the above bound to $O(\sqrt{n})$. … Read more
Based on the Q method for SDP, we develop the Q method for SOCP. A modified Q method is also introduced. Properties of the algorithms are discussed. Convergence proofs are given. Finally, we present numerical results. CitationAdvOl-Report#2004/15 McMaster University, Advanced Optimization LaboratoryArticleDownload View PDF
We extend the Q method to the symmetric cone programming. An infeasible interior point algorithm and a Newton-type algorithm are given. We give convergence results of the interior point algorithm and prove that the Newton-type algorithm is good for CitationAdvOl-Report#2004/18 McMaster University, Advanced Optimization Laboratory Hamilton, Ontario, Canada October 2004ArticleDownload View PDF
Primal-Dual Interior-Point Methods (IPMs) have shown their power in solving large classes of optimization problems. In this paper a self-regular proximity based Infeasible Interior Point Method (IIPM) is proposed for linear optimization problems. First we mention some interesting perties of a specific self-regular proximity function, studied recently by Peng and Terlaky, and use it to … Read more
In this paper we present a primal-dual inexact infeasible interior-point algorithm for semidefinite programming problems (SDP). This algorithm allows the use of search directions that are calculated from the defining linear system with only moderate accuracy, and our analysis does not require feasibility to be maintained even if the initial iterate happened to be a … Read more