Abstract
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.
Original language | American English |
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State | Published - Jul 8 2015 |
Event | EUROPT Workshop on Advances in Continuous Optimization - Edinburgh, Scotland Duration: Jul 8 2015 → … |
Conference
Conference | EUROPT Workshop on Advances in Continuous Optimization |
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Period | 07/8/15 → … |
Disciplines
- Applied Mathematics
- Mathematics
Keywords
- Full Nesterov-Todd step feasible interior-point methods
- Improved complexity analysis of full Nesterov-Todd step feasible interior-point method
- Symmetric cones
- Symmetric optimization