Polynomial Convergence of Infeasible-Interior-Point Methods over Symmetric Cones
نویسندگان
چکیده
منابع مشابه
Polynomial Convergence of Infeasible-Interior-Point Methods over Symmetric Cones
We establish polynomial-time convergence of infeasible-interior-point methods for conic programs over symmetric cones using a wide neighborhood of the central path. The convergence is shown for a commutative family of search directions used in Schmieta and Alizadeh [9]. These conic programs include linear and semidefinite programs. This extends the work of Rangarajan and Todd [8], which establi...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2006
ISSN: 1052-6234,1095-7189
DOI: 10.1137/040606557