An Improved Feasible Full Nesterov-Todd Interior-Point Algorithm for Symmetric Optimization
Document Type
Presentation
Presentation Date
7-8-2015
Abstract or Description
In this talk, an improved complexity analysis of full Nesterov-Todd step feasible interior-point method for symmetric optimization is considered. Using several new results from Euclidean Jordan algebras and associated symmetric cones, a sharper quadratic convergence result than previously known is established, leading to a wider quadratic convergence neighborhood of the central path for the iterates in the algorithm. However, the best known iteration bound for full Nesterov-Todd step feasible interior-point methods is still achieved.
Sponsorship/Conference/Institution
EUROPT Workshop on Advances in Continuous Optimization
Location
Edinburgh, Scotland
Recommended Citation
Lesaja, Goran.
2015.
"An Improved Feasible Full Nesterov-Todd Interior-Point Algorithm for Symmetric Optimization."
Department of Mathematical Sciences Faculty Presentations.
Presentation 271.
https://digitalcommons.georgiasouthern.edu/math-sci-facpres/271
