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An infeasible full-NT step interior point algorithm for CQSCO - MaRDI portal

An infeasible full-NT step interior point algorithm for CQSCO (Q503355)

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scientific article; zbMATH DE number 6674012
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An infeasible full-NT step interior point algorithm for CQSCO
scientific article; zbMATH DE number 6674012

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    An infeasible full-NT step interior point algorithm for CQSCO (English)
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    12 January 2017
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    This article studies the convex quadratic symmetric cone optimization problem based on Euclidean Jordan algebras. The article begins with an introduction to Euclidean Jordan algebra and its properties and a short overview of the literature. The author then presents an infeasible interior-point algorithm for solving this optimization problem, followed by an analysis of the properties of the algorithm. The article concludes with a section on numerical results performed using matlab.
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    convex quadratic symmetric cone optimization
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    interior-point method
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    infeasible method
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    Euclidean Jordan algebra
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    polynomial complexity
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