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

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 … Read more