Abstract A new primal-dual interior-point algorithm applicable to nonsymmetric conic optimization is proposed. It a generalization of the famous suggested by Nesterov and Todd for symmetric case, uses scalings cones proposed Tunçel. We specialize Tunçel’s important case 3 dimensional exponential-cones, resulting in practical with good numerical performance, on level standard cone ( e.g. , quadr...

In this paper, we propose an infeasible arc-search interior-point algorithm for solving nonlinear programming problems. Most algorithms based on methods are categorized as line search since they compute a next iterate straight determined by direction which approximates the central path. The proposed uses arc approximation. We discuss convergence properties of algorithm. also conduct numerical e...

In this paper, we are concerned with the numerical solution of simplicial cone constrained convex quadratic optimization (SCQO) problems. A reformulation K.K.T optimality conditions SCQOs as an equivalent linear complementarity problem $\mathcal{P}$-matrix ($\mathcal{P}$-LCP) is considered. Then, a feasible full-Newton step interior-point algorithm (IPA) applied for solving SCQO via $\mathcal{P...