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

G. Gu(g.gu***at***tudelft.nl)
M. Zangiabadi(m.zangiabadi***at***tudelft.nl)
C. Roos(c.roos***at***tudelft.nl)

Abstract: 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 optimizations.

Keywords: symmetric optimization, interior-point method, Nesterov-Todd step

Category 1: Linear, Cone and Semidefinite Programming

Citation: November/2008

Download: [PDF]

Entry Submitted: 12/05/2008
Entry Accepted: 12/05/2008
Entry Last Modified: 12/05/2008

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