A T-algebraic approach to primal-dual interior-point algorithms

Chek Beng Chua(cbchuantu.edu.sg)

Abstract: Three primal-dual interior-point algorithms for homogeneous cone programming are presented. They are a short-step algorithm, a large-update algorithm, and a predictor-corrector algorithm. These algorithms are described and analyzed based on a characterization of homogeneous cone via T-algebra. The analysis show that the algorithms have polynomial iteration complexity.

Keywords: Homogeneous cone programming; T-algebra; Primal-dual interior-point algorithm

Category 1: Convex and Nonsmooth Optimization (Convex Optimization )

Category 2: Linear, Cone and Semidefinite Programming (Other )

Citation: Division of Mathematical Sciences, Nanyang Technological University, December 2006

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Entry Submitted: 11/30/2006
Entry Accepted: 12/01/2006
Entry Last Modified: 11/30/2006

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