A new full Nesterov-Todd step feasible interior-point method for convex quadratic symmetric cone optimization
In this paper, we generalize the classical primal–dual logarithmic barrier method for linear optimization to convex quadratic optimization over symmetric cone by using Euclidean Jordan algebras. The symmetrization of the search directions used in this paper is based on the Nesterov–Todd scaling sche...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Elsevier Inc.
2013
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/34134 |