A T-algebraic approach to primal-dual interior-point algorithms
Three primal-dual interior-point algorithms for homogeneous cone programming are presented. They are a short-step algorithm, a large-update algorithm, and a predictor-corrector algorithm. These algorithms are described and analyzed based on a characterization of homogeneous cones via T-algebras. The...
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sg-ntu-dr.10356-801872023-02-28T19:29:47Z A T-algebraic approach to primal-dual interior-point algorithms Chua, Chek Beng. School of Physical and Mathematical Sciences DRNTU::Science::Mathematics Three primal-dual interior-point algorithms for homogeneous cone programming are presented. They are a short-step algorithm, a large-update algorithm, and a predictor-corrector algorithm. These algorithms are described and analyzed based on a characterization of homogeneous cones via T-algebras. The analysis shows that the algorithms have polynomial iteration complexity Published version 2009-08-03T08:37:43Z 2019-12-06T13:42:19Z 2009-08-03T08:37:43Z 2019-12-06T13:42:19Z 2009 2009 Journal Article Chua, C. B., (2009). A T-algebraic approach to primal-dual interior-point algorithms. SIAM Journal on Optimization, 20(1), 503-523. 1095-7189 https://hdl.handle.net/10356/80187 http://hdl.handle.net/10220/6019 10.1137/060677343 en SIAM Journal on Optimization. SIAM Journal on Optimization @ copyright 2009 Society for Industrial and Applied Mathematics.The journal's website is located at http://www.siam.org/journals/siopt.php. 21 p. application/pdf |
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DRNTU::Science::Mathematics Chua, Chek Beng. A T-algebraic approach to primal-dual interior-point algorithms |
| description |
Three primal-dual interior-point algorithms for homogeneous cone programming are presented. They are a short-step algorithm, a large-update algorithm, and a predictor-corrector algorithm. These algorithms are described and analyzed based on a characterization of homogeneous cones via T-algebras. The analysis shows that the algorithms have polynomial iteration complexity |
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School of Physical and Mathematical Sciences |
| author_facet |
School of Physical and Mathematical Sciences Chua, Chek Beng. |
| format |
Article |
| author |
Chua, Chek Beng. |
| author_sort |
Chua, Chek Beng. |
| title |
A T-algebraic approach to primal-dual interior-point algorithms |
| title_short |
A T-algebraic approach to primal-dual interior-point algorithms |
| title_full |
A T-algebraic approach to primal-dual interior-point algorithms |
| title_fullStr |
A T-algebraic approach to primal-dual interior-point algorithms |
| title_full_unstemmed |
A T-algebraic approach to primal-dual interior-point algorithms |
| title_sort |
t-algebraic approach to primal-dual interior-point algorithms |
| publishDate |
2009 |
| url |
https://hdl.handle.net/10356/80187 http://hdl.handle.net/10220/6019 |
| _version_ |
1759854539520868352 |