A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for symmetric optimization with the arc-search strategy

A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for symmetric optimization with the arc-search strategy

Abstract In this paper, we propose a Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for symmetric optimization using the arc-search strategy. The proposed algorithm searches for optimizers along the ellipses that approximate the central path and ensures that the duality gap and...

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Bibliographic Details
Main Authors: Ximei Yang, Yinkui Zhang
Format: Article
Language:English
Published: SpringerOpen 2017-11-01
Series:Journal of Inequalities and Applications
Subjects:
symmetric optimization
infeasible-interior-point method
arc-search
Mizuno-Todd-Ye predictor-corrector
iteration complexity
Online Access:http://link.springer.com/article/10.1186/s13660-017-1565-y

Internet

http://link.springer.com/article/10.1186/s13660-017-1565-y

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