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Title:
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A T-algebraic approach to primal-dual interior-point algorithms.
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Author:
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Chua, Chek Beng.
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Copyright year:
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2009 |
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Abstract:
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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 |
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Subject:
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DRNTU::Science::Mathematics. |
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Type:
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Journal Article |
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Series/ Journal Title:
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SIAM Journal on Optimization. |
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School:
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School of Physical and Mathematical Sciences |
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Rights:
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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. |
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Version:
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Published version |
