4.2 Article

New Interior-Point Algorithm for Symmetric Optimization Based on a Positive-Asymptotic Barrier Function

期刊

NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION
卷 39, 期 15, 页码 1705-1726

出版社

TAYLOR & FRANCIS INC
DOI: 10.1080/01630563.2018.1492938

关键词

Euclidean Jordan algebra; positive-asymptotic kernel function; polynomial complexity; symmetric cone; symmetric optimization

资金

  1. Ministry of Research and Innovation, CNCS - UEFISCDI within PNCDI III [PN-III-P4-ID-PCE-2016-0190]

向作者/读者索取更多资源

We define a new interior-point method (IPM), which is suitable for solving symmetric optimization (SO) problems. The proposed algorithm is based on a new search direction. In order to obtain this direction, we apply the method of algebraically equivalent transformation on the centering equation of the central path. We prove that the associated barrier cannot be derived from a usual kernel function. Therefore, we introduce a new notion, namely the concept of the positive-asymptotic kernel function. We conclude that this algorithm solves the problem in polynomial time and has the same complexity as the best known IPMs for SO.

作者

我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。

评论

主要评分

4.2
评分不足

次要评分

新颖性
-
重要性
-
科学严谨性
-
评价这篇论文

推荐

暂无数据
暂无数据