A wide neighborhood primal-dual predictor-corrector interior-point method for symmetric cone optimization
type: Item
instance of: scholarly article
title: A wide neighborhood primal-dual predictor-corrector interior-point method for symmetric cone optimization
zbMATH Open document ID: 1395.90240
author: Y. Aharonov
published in: Numerical Algorithms
publication date: 2018-06-25T00:00:00Z
review text: A primal-dual predictor-corrector interior-point method for symmetric cone optimization is presented. The algorithm is based on a new wide neighborhood and the Nesterov-Todd search directions. The complexity bound of the wide neighborhood predictor-corrector interior-point method for symmetric cone optimization is obtained which is better than that of the usual wide neighborhood algoritm. Preliminary numerical results indicate that the method performs well.
Mathematics Subject Classification ID: 90C51
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 6894099
zbMATH Keywords: symmetric cone
zbMATH Keywords: Euclidean Jordan algebra
zbMATH Keywords: predictor-corrector interior-point method
zbMATH Keywords: central path
reviewed by: Nada Djuranović-Miličić
MaRDI profile type: Publication
full work available at URL: s11075-017-0387-9
OpenAlex ID: W2763458913
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DOI: 10.1007/S11075-017-0387-9
description: scientific article; zbMATH DE number 6894099