Improved Complexity Analysis of Full Nesterov–Todd Step Feasible Interior-Point Method for Symmetric Optimization
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Date
2015
Authors
Guoqiang Wang
Lingcheng Chen Kong
Jiyuan Tao
Goran Lešaja
Journal Title
Journal ISSN
Volume Title
Publisher
Springer Science and Business Media LLC
Open Access Color
Green Open Access
Yes
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Publicly Funded
No
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Top 10%
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Top 10%
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Average
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. © 2022 Elsevier B.V. All rights reserved.
Description
Keywords
Euclidean Jordan Algebras, Full Nesterov–todd Step, Interior-point Methods, Linear Optimization Over Symmetric Cones, Polynomial Complexity, Algebra, Iterative Methods, Complexity Analysis, Euclidean Jordan Algebra, Full Nesterov–todd Step, Interior-point Method, Linear Optimization, Linear Optimization Over Symmetric Cone, Polynomial Complexity, Quadratic Convergence, Symmetric Cone, Symmetric Optimizations, Linear Programming, Algebra, Iterative methods, Complexity analysis, Euclidean Jordan algebra, Full nesterov–todd step, Interior-point method, Linear optimization, Linear optimization over symmetric cone, Polynomial complexity, Quadratic convergence, Symmetric cone, Symmetric optimizations, Linear programming, Polynomial complexity, polynomial complexity, Interior-point methods, Education, linear optimization over symmetric cones, Full Nesterov–Todd step, Linear optimization over symmetric cones, Euclidean Jordan algebras, Linear programming, interior-point methods, full Nesterov-Todd step, Mathematics
Fields of Science
0211 other engineering and technologies, 02 engineering and technology, 01 natural sciences, 0101 mathematics
Citation
WoS Q
Scopus Q
OpenCitations Citation Count
13
Source
Journal of Optimization Theory and Applications
Volume
166
Issue
Start Page
588
End Page
604
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CrossRef : 13
Scopus : 14
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