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A T-algebraic approach to primal-dual interior-point algorithms.

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A T-algebraic approach to primal-dual interior-point algorithms.

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Title: A T-algebraic approach to primal-dual interior-point algorithms.
Author: Chua, Chek Beng.
Copyright year: 2009
Abstract: Three primal-dual interior-point algorithms for homogeneous cone programming are presented. They are a short-step algorithm, a large-update algorithm, and a predictor-corrector algorithm. These algorithms are described and analyzed based on a characterization of homogeneous cones via T-algebras. The analysis shows that the algorithms have polynomial iteration complexity
Subject: DRNTU::Science::Mathematics.
Type: Journal Article
Series/ Journal Title: SIAM Journal on Optimization.
School: School of Physical and Mathematical Sciences
Rights: SIAM Journal on Optimization @ copyright 2009 Society for Industrial and Applied Mathematics.The journal's website is located at http://www.siam.org/journals/siopt.php.
Version: Published version

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