A Corrector–Predictor Path-Following Method for Convex Quadratic Symmetric Cone Optimization

2014 ◽  
Vol 164 (1) ◽  
pp. 246-260 ◽  
Author(s):  
Behrouz Kheirfam
Keyword(s):  
Path Following ◽  
Symmetric Cone ◽  
Symmetric Cone Optimization

scholarly journals A predictor-corrector path-following algorithm for symmetric optimization based on Darvay's technique

2014 ◽  
Vol 24 (1) ◽  
pp. 35-51 ◽  
Author(s):  
Behrouz Kheirfam
Keyword(s):  
Path Following ◽  
Euclidean Jordan Algebra ◽  
Symmetric Cone ◽  
Interior Point Algorithm ◽  
Symmetric Optimization ◽  
Iteration Bound ◽  
Symmetric Cone Optimization ◽  
Predictor Corrector ◽  
Corrector Step ◽  
Predictor Step

In this paper, we present a predictor-corrector path-following interior-point algorithm for symmetric cone optimization based on Darvay's technique. Each iteration of the algorithm contains a predictor step and a corrector step based on a modification of the Nesterov and Todd directions. Moreover, we show that the algorithm is well defined and that the obtained iteration bound is o(?rlogr?/?), where r is the rank of Euclidean Jordan algebra.

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