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Title
A new full-NT step interior-point method for circular cone optimization
Type of Research Article
Keywords
circular cone, Euclidean Jordan algebra, interior-point methods
Abstract
We present a full step feasible interior-point algorithm for circular cone optimization us- ing Euclidean Jordan algebras. The speci city of our method is to use a transformation similar to that introduced by Darvay and Takacs for the centering equations of the central path of the linear optimization. The Nesterov and Todd symmetrization scheme is used to derive the search directions. The theoretical complexity bound of the algorithm coincides with the best-known iteration bound for small-update methods.
Researchers Behrouz Kheirfam (First Researcher)