An Improved Feasible Full Nesterov-Todd Interior-Point Algorithm for Symmetric Optimization
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.
EUROPT Workshop on Advances in Continuous Optimization
"An Improved Feasible Full Nesterov-Todd Interior-Point Algorithm for Symmetric Optimization."
Mathematical Sciences Faculty Presentations.