Improved Complexity Analysis of Full Nesterov–Todd Step Feasible Interior-Point Method for Symmetric Optimization

Authors

G. Q. Wang, Shanghai University of Engineering Science
L. C. Kong, Beijing Jiaotong University
J. Y. Tao, Loyola University Maryland
Goran Lesaja, Georgia Southern UniversityFollow

Document Type

Article

Publication Date

8-2015

Publication Title

Journal of Optimization Theory and Applications

DOI

10.1007/s10957-014-0696-2

ISSN

1573-2878

Abstract

In this paper, an improved complexity analysis of full Nesterov–Todd step feasible interior-point method for symmetric optimization is considered. Specifically, we establish a sharper quadratic convergence result using several new results from Euclidean Jordan algebras, which leads to a wider quadratic convergence neighbourhood of the central path for the iterates in the algorithm. Furthermore, we derive the currently best known iteration bound for full Nesterov–Todd step feasible interior-point method.

Recommended Citation

Wang, G. Q., L. C. Kong, J. Y. Tao, Goran Lesaja. 2015. "Improved Complexity Analysis of Full Nesterov–Todd Step Feasible Interior-Point Method for Symmetric Optimization." Journal of Optimization Theory and Applications, 166 (2): 588-604. doi: 10.1007/s10957-014-0696-2
https://digitalcommons.georgiasouthern.edu/math-sci-facpubs/388