A new full-NT step interior-point method for circular cone optimization

  • Behrouz Kheirfam Department of Applied Mathematics, Azarbaijan Shahid Madani University

Abstract

We present a full step interior-point algorithm for circular cone
optimization using Euclidean Jordan algebras. The specificity of our
method is to use a transformation similar to that introduced by
Darvay and Tak\'acs for the centering equations of the central path.
The Nesterov and Todd symmetrization scheme is used to derive from
the search directions. We derive the iteration bound that match the
currently best-known iteration bound for small-update methods.

Published
2019-12-13
Section
CRORR Journal Regular Issue