An Improved Feasible Full Nesterov-Todd Interior-Point Algorithm for Symmetric Optimization

Research output: Contribution to conferencePresentation

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 languageAmerican English
StatePublished - Jul 8 2015
EventEUROPT Workshop on Advances in Continuous Optimization - Edinburgh, Scotland
Duration: Jul 8 2015 → …

Conference

ConferenceEUROPT Workshop on Advances in Continuous Optimization
Period07/8/15 → …

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

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