A T-algebraic approach to primal-dual interior-point algorithms.
Chua, Chek Beng.
Date of Issue2009
School of Physical and Mathematical Sciences
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
SIAM Journal on Optimization.
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.