Mathematical Sciences: Faculty Publications
Improved Complexity Analysis of Full Nesterov–Todd Step Feasible Interior-Point Method for Symmetric Optimization
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
Copyright
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