Abstract
We present a primal-dual predictor-corrector interior-point method for symmetric cone optimization. The proposed algorithm is based on the Nesterov-Todd search directions and a wide neighborhood, which is an even wider neighborhood than a given negative infinity neighborhood. At each iteration, the method computes two corrector directions in addition to the Ai and Zhang directions (SIAM J. Optim. 16, 400–417, 2005), in order to improve performance. Moreover, we derive the complexity bound of the wide neighborhood predictor-corrector interior-point method for symmetric cone optimization that coincides with the currently best known theoretical complexity bounds for the short step algorithm. Finally, some numerical experiments are provided to reveal the effectiveness of the proposed method.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
