An infeasible full-NT step interior point algorithm for CQSCO
This article studies the convex quadratic symmetric cone optimization problem based on Euclidean Jordan algebras. The article begins with an introduction to Euclidean Jordan algebra and its properties and a short overview of the literature. The author then presents an infeasible interior-point algorithm for solving this optimization problem, followed by an analysis of the properties of the algorithm. The article concludes with a section on numerical results performed using matlab.
convex quadratic symmetric cone optimization
scientific article; zbMATH DE number 6674012