A new full Nesterov-Todd step feasible interior-point method for convex quadratic symmetric cone optimization

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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...

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Bibliographic Details
Main Authors:	Wang, G., Yu, C., Teo, Kok Lay
Format:	Journal Article
Published:	Elsevier Inc. 2013
Subjects:	polynomial complexity convex quadratic optimization interior-point methods Euclidean Jordan algebras small-update method
Online Access:	http://hdl.handle.net/20.500.11937/34134

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