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

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(√rlogrμ/ε), where r is the rank of Euclidean Jordan algebra.

Abstract licence: CC BY-NC-SA

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