A New Path-Following Method For Symmetric Cone Quadratic Optimization

摘要：

In this chapter we introduce a nov method for finding search directions for interior point methods in Symmetric Cone Quadratic Optimization. We develop a new short-update primal-dual interior point algorithm based on one particular member of the new family of search directions. We prove that this algorithm has also the best known iteration bound for interior point methods.

关键词： quadratic optimization Jordan algebras symmetric cone full Newton step

作者: Lipu.Zhang Yanqin.Bai

作者单位: Department of Mathematics, Zhejiang University of Forestry, Zhejiang, 311300, China Departments of M Departments of Mathematics, Shanghai University, Shanghai, 200444, China

会议类型: 国际会议

会议名称: The Third International Workshop on Applied Matriz Theory(第三届国际矩阵分析与应用会议)

会议地点: 杭州

会议语种:英文

页码: 219-221

在线出版日期: 2009-07-09（万方平台首次上网日期，不代表论文的发表时间）