- Towards nonsymmetric conic optimization Yurii Nesterov (nesterovcore.ucl.ac.be) Abstract: In this paper we propose a new interior-point method, which is based on an extension of the ideas of self-scaled optimization to the general cones. We suggest using the primal correction process to find a {\em scaling point}. This point is used to compute a strictly feasible primal-dual pair by simple projection. Then, we define an affine-scaling direction and perform a prediction step. This is the only moment when the dual barrier is used. Thus, we need only to compute its value, which can even be done approximately. In the second part of the paper we develop a $4n$-self-concordant barrier for $n$-dimensional $p$-cone, which can be used for numerical testing of the proposed technique. Keywords: Conic optimization, interior-point methods, self-concordant barriers, affine-scaling direction, p-norm cones Category 1: Linear, Cone and Semidefinite Programming (Other ) Citation: CORE Discussion Paper 2006/28, March 2006 Download: [PDF]Entry Submitted: 03/31/2006Entry Accepted: 03/31/2006Entry Last Modified: 03/31/2006Modify/Update this entry Visitors Authors More about us Links Subscribe, Unsubscribe Digest Archive Search, Browse the Repository Submit Update Policies Coordinator's Board Classification Scheme Credits Give us feedback Optimization Journals, Sites, Societies Optimization Online is supported by the Mathematical Programming Society and by the Optimization Technology Center.