A Full Nesterov-Todd Step Feasible Weighted Primal-Dual Interior-Point Algorithm for Symmetric Optimization
完整的 Nesterov-Todd 步为对称的优化的可行加权的最初双的内部点的算法作者机构:Department of MathematicsAzerbaijan Shahid Madani UniversityTabrizIran
出 版 物:《Journal of the Operations Research Society of China》 (中国运筹学会会刊(英文))
年 卷 期:2013年第1卷第4期
页 面:467-481页
核心收录:
学科分类:12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070105[理学-运筹学与控制论] 0701[理学-数学]
主 题:Symmetric cone optimization Full Nesterov-Todd step Target-following Polynomial complexity
摘 要:In this paper a weighted short-step primal-dual interior-point algorithm for linear optimization over symmetric cones is proposed that uses new search *** algorithm uses at each interior-point iteration a full Nesterov-Todd step and the strategy of the central path to obtain a solution of symmetric *** establish the iteration bound for the algorithm,which matches the currently best-known iteration bound for these methods,and prove that the algorithm is quadratically convergent.