Polynomial Convergence of Infeasible-Interior-Point Methods over Symmetric Cones

Bharath Kumar Rangarajan (br47cornell.edu)

Abstract: We establish polynomial-time convergence of infeasible-interior-point methods for conic programs over symmetric cones using a wide neighborhood of the central path. The convergence is shown for a commutative family of search directions used in Schmieta and Alizadeh. These conic programs include linear and semidefinite programs. This extends the work of Rangarajan and Todd, which established convergence of infeasible-interior-point methods for self-scaled conic programs using the NT direction.

Keywords: Infeasible-Interior-Point Methods, Symmetric Cones, Euclidean Jordan Algebras, Polynomial Convergence

Category 1: Linear, Cone and Semidefinite Programming

Category 2: Nonlinear Optimization

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Entry Submitted: 04/05/2004
Entry Accepted: 04/05/2004
Entry Last Modified: 04/05/2004

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