A wide neighborhood primal-dual predictor-corrector interior-point method for symmetric cone optimization
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.
predictor-corrector interior-point method
scientific article; zbMATH DE number 6894099