Polynomial convergence of Mehrotra-type prediction-corrector infeasible-IPM for symmetric optimization based on the commutative class directions

DOI10.1016/j.amc.2013.12.145zbMath1410.90244OpenAlexW2033397062MaRDI QIDQ1644105

Ximei Yang, Xiao Liang Dong, Hong-Wei Liu

Publication date: 21 June 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2013.12.145

zbMATH Keywords

interior-point methodspolynomial complexityEuclidean Jordan algebraMehrotra-type algorithmsymmetric optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51)

Related Items (4)

A note on an inequality involving Jordan product in Euclidean Jordan algebras ⋮ A Mehrotra Type Predictor-Corrector Interior-Point Method for P∗(κ)-HLCP ⋮ A new infeasible Mehrotra-type predictor-corrector algorithm for nonlinear complementarity problems over symmetric cones ⋮ On complexity of a new Mehrotra-type interior point algorithm for \(P_\ast(\kappa )\) linear complementarity problems

Uses Software

• SDPLIB

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming
• Full Nesterov-Todd step infeasible interior-point method for symmetric optimization
• Some P-properties for linear transformations on Euclidean Jordan algebras
• A new polynomial-time algorithm for linear programming
• A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming
• Linear systems in Jordan algebras and primal-dual interior-point algorithms
• Euclidean Jordan algebras and interior-point algorithms
• Extension of primal-dual interior point algorithms to symmetric cones
• On polynomiality of the Mehrotra-type predictor-corrector interior-point algorithms
• Polynomial convergence of second-order mehrotra-type predictor-corrector algorithms over symmetric cones
• A new full Nesterov-Todd step primal-dual path-following interior-point algorithm for symmetric optimization
• Jordan-algebraic aspects of nonconvex optimization over symmetric cones
• On the Implementation of a Primal-Dual Interior Point Method
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• Barrier Functions in Interior Point Methods
• Self-Scaled Barriers and Interior-Point Methods for Convex Programming
• Primal--Dual Path-Following Algorithms for Semidefinite Programming
• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• SDPLIB 1.2, a library of semidefinite programming test problems
• On the Local Convergence of a Predictor-Corrector Method for Semidefinite Programming
• Polynomial Convergence of Infeasible-Interior-Point Methods over Symmetric Cones

This page was built for publication: Polynomial convergence of Mehrotra-type prediction-corrector infeasible-IPM for symmetric optimization based on the commutative class directions