Polynomial convergence of second-order mehrotra-type predictor-corrector algorithms over symmetric cones
This article considers the linear programming problem on a symmetric cone. The paper begins with a description of Euclidean Jordan algebras, symmetric cones and their properties, followed by the interior-point method that produces a second-order Mehrota-type predictor-corrector algorithm. The proposed algorithm includes adaptive updates of a centering parameter. The last section considers complexity issues and the polynomial convergence of the algorithm.
scientific article; zbMATH DE number 6135487