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The Q Method for Symmetric Cone Programming

Farid Alizadeh (alizadeh***at***rutcor.rutgers.edu)
Yu Xia (yuxia***at***cas.mcmaster.ca)

Abstract: 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

Keywords: Symmetric cone programming, infeasible interior point method, polar decomposition, Jordan algebras, complementarity, Newton's method.

Category 1: Linear, Cone and Semidefinite Programming (Other )

Category 2: Convex and Nonsmooth Optimization

Category 3: Complementarity and Variational Inequalities

Citation: AdvOl-Report#2004/18 McMaster University, Advanced Optimization Laboratory Hamilton, Ontario, Canada October 2004

Download: [Postscript][PDF]

Entry Submitted: 10/16/2004
Entry Accepted: 10/16/2004
Entry Last Modified: 10/16/2004

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