Local Superlinear Convergence of Polynomial-Time Interior-Point Methods for Hyperbolicity Cone Optimization Problems

DOI10.1137/140998950zbMath1329.90168arXiv1412.1857OpenAlexW2161361710MaRDI QIDQ3465241

No author found.

Publication date: 21 January 2016

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.1857

zbMATH Keywords

predictor-corrector methodsself-concordant barriersworst-case complexity analysislocal superlinear convergencepolynomial-time methodsconic optimization problem

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Interior-point methods (90C51) Convex functions and convex programs in convex geometry (52A41)

Related Items (7)

Hyperbolicity cones and imaginary projections ⋮ A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization ⋮ Linear optimization over homogeneous matrix cones ⋮ Imaginary projections: complex versus real coefficients ⋮ Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: polynomial complexity and local convergence ⋮ Primal-Dual Interior-Point Methods for Domain-Driven Formulations ⋮ Strict Complementarity in Semidefinite Optimization with Elliptopes Including the MaxCut SDP

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Superlinear convergence of interior-point algorithms for semidefinite programming
• Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
• Introductory lectures on convex optimization. A basic course.
• A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming
• Hyperbolic programs, and their derivative relaxations
• Hyperbolic Polynomials and Convex Analysis
• Quadratic Convergence in a Primal-Dual Method
• On the Superlinear and Quadratic Convergence of Primal-Dual Interior Point Linear Programming Algorithms
• Self-Scaled Barriers and Interior-Point Methods for Convex Programming
• Hyperbolic Polynomials and Interior Point Methods for Convex Programming
• Superlinear Convergence of a Symmetric Primal-Dual Path Following Algorithm for Semidefinite Programming
• Optimization Problems over Positive Pseudopolynomial Matrices
• On the Local Convergence of a Predictor-Corrector Method for Semidefinite Programming
• Error Bounds and Limiting Behavior of Weighted Paths Associated with the SDP Map X1/2SX1/2
• Limiting behavior of the Alizadeh–Haeberly–Overton weighted paths in semidefinite programming

This page was built for publication: Local Superlinear Convergence of Polynomial-Time Interior-Point Methods for Hyperbolicity Cone Optimization Problems