Primal-Dual Interior-Point Methods for Self-Scaled Cones
نویسندگان
چکیده
منابع مشابه
Primal-Dual Interior-Point Methods for Self-Scaled Cones
In this paper we continue the development of a theoretical foundation for efficient primal-dual interior-point algorithms for convex programming problems expressed in conic form, when the cone and its associated barrier are self-scaled (see [NT97]). The class of problems under consideration includes linear programming, semidefinite programming and convex quadratically constrained quadratic prog...
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*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: SIAM Journal on Optimization
سال: 1998
ISSN: 1052-6234,1095-7189
DOI: 10.1137/s1052623495290209