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Title
Simplified analysis of a full Nesterov–Todd step infeasible interior-point method for symmetric optimization
Type of Research Article
Keywords
Symmetric optimization; full Nesterov–Todd step; iteration bound; infeasible interior-point method.
Abstract
We give a simplified analysis and an improved iteration bound of a full Nesterov–Todd (NT) step infeasible interior-point method for solving symmetric optimization. This method shares the features as, it (i) requires strictly feasible iterates on the central path of a perturbed problem, (ii) uses the feasibility steps to find strictly feasible iterates for the next perturbed problem, (iii) uses the centering steps to obtain a strictly feasible iterate close enough to the central path of the new perturbed problem, and (iv) reduces the size of the residual vectors with the same speed as the duality gap. Furthermore, the complexity bound coincides with the currently best-known iteration bound for full NT step infeasible interior-point methods
Researchers Behrouz Kheirfam (First Researcher)