New complexity analysis for primal-dual interior-point methods for self-scaled optimization problems
نویسندگان
چکیده
منابع مشابه
New complexity analysis for primal-dual interior-point methods for self-scaled optimization problems
*Correspondence: [email protected] Department of Applied Mathematics, Pukyong National University, Busan, 608-737, Korea Abstract A linear optimization problem over a symmetric cone, defined in a Euclidean Jordan algebra and called a self-scaled optimization problem (SOP), is considered. We formulate an algorithm for a large-update primal-dual interior-point method (IPM) for the SOP by using a p...
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3. page 13, lines 12–13: Insert a phrase to stress that we consider only monotone LCP in this book, though the qualifier ”monotone” is often omitted. Replace the sentence preceding the formula (1.21) by The monotone LCP—the qualifier ”monotone” is implicit throughout this book—is the problem of finding vectors x and s in I R that satisfy the following conditions: 4. page 13, line −12: delete “o...
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ژورنال
عنوان ژورنال: Fixed Point Theory and Applications
سال: 2012
ISSN: 1687-1812
DOI: 10.1186/1687-1812-2012-213