Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
476915 | European Journal of Operational Research | 2011 | 12 Pages |
Abstract
Euclidean Jordan algebras were proved more than a decade ago to be an indispensable tool in the unified study of interior-point methods. By using it, we generalize the full-Newton step infeasible interior-point method for linear optimization of Roos [Roos, C., 2006. A full-Newton step O(n) infeasible interior-point algorithm for linear optimization. SIAM Journal on Optimization. 16 (4), 1110–1136 (electronic)] to symmetric optimization. This unifies the analysis for linear, second-order cone and semidefinite optimizations.
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Authors
G. Gu, M. Zangiabadi, C. Roos,