Continuous Optimization

A Full Nesterov-Todd Step FeasibleWeighted Primal-Dual Interior-Point Algorithm for Symmetric Optimization

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Online published: 2013-12-30

Abstract

In this paper a weighted short-step primal-dual interior-point algorithm for
linear optimization over symmetric cones is proposed that uses new search directions.
The algorithm uses at each interior-point iteration a full Nesterov-Todd step and the
strategy of the central path to obtain a solution of symmetric optimization. We establish
the iteration bound for the algorithm, which matches the currently best-known
iteration bound for these methods, and prove that the algorithm is quadratically convergent.

Cite this article

Behrouz Kheirfam . A Full Nesterov-Todd Step FeasibleWeighted Primal-Dual Interior-Point Algorithm for Symmetric Optimization[J]. Journal of the Operations Research Society of China, 2013 , 1(4) : 467 -482 . DOI: 10.1007/s40305-013-0032-9

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