A full Nesterov-Todd step interior-point method for circular cone optimization
نویسنده
چکیده مقاله:
In this paper, we present a full Newton step feasible interior-pointmethod for circular cone optimization by using Euclidean Jordanalgebra. The search direction is based on the Nesterov-Todd scalingscheme, and only full-Newton step is used at each iteration.Furthermore, we derive the iteration bound that coincides with thecurrently best known iteration bound for small-update methods.
منابع مشابه
a full nesterov-todd step interior-point method for circular cone optimization
in this paper, we present a full newton step feasible interior-pointmethod for circular cone optimization by using euclidean jordanalgebra. the search direction is based on the nesterov-todd scalingscheme, and only full-newton step is used at each iteration.furthermore, we derive the iteration bound that coincides with thecurrently best known iteration bound for small-update methods.
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عنوان ژورنال
دوره 1 شماره 2
صفحات 83- 102
تاریخ انتشار 2016-12-01
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