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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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dc.contributor.author Chua, Chek Beng.
dc.date.accessioned 2009-08-03T08:37:43Z
dc.date.available 2009-08-03T08:37:43Z
dc.date.copyright 2009
dc.date.issued 2009-08-03T08:37:43Z
dc.identifier.citation Chua, C. B., (2009). A T-algebraic approach to primal-dual interior-point algorithms. SIAM Journal on Optimization, 20(1), 503-523.
dc.identifier.issn 1095-7189
dc.identifier.uri http://hdl.handle.net/10220/6019
dc.description.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
dc.format.extent 21 p.
dc.language.iso en
dc.relation.ispartofseries SIAM Journal on Optimization.
dc.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.
dc.subject DRNTU::Science::Mathematics.
dc.title A T-algebraic approach to primal-dual interior-point algorithms.
dc.type Journal Article
dc.contributor.school School of Physical and Mathematical Sciences
dc.identifier.doi http://dx.doi.org/10.1137/060677343
dc.description.version Published version

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