A T-ALGEBRAIC APPROACH TO PRIMAL-DUAL INTERIOR-POINT ALGORITHMS

被引：10

作者：

Chua, Chek Beng ^{[1
]}

机构：

[1] Nanyang Technol Univ, Sch Math & Phys Sci, Div Math Sci, Singapore 637371, Singapore

来源：

SIAM JOURNAL ON OPTIMIZATION | 2009年 / 20卷 / 01期

关键词：

homogeneous cone programming; T-algebra; primal-dual interior-point algorithm; CONVEX-OPTIMIZATION; SYMMETRIC CONES;

D O I：

10.1137/060677343

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：503 / 523

页数：21

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