| 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 |