A predictor-corrector path-following algorithm for symmetric optimization based on Darvay's technique
In this paper, we present a predictor-corrector path-following interior-point algorithm for symmetric cone optimization based on Darvay's technique. Each iteration of the algorithm contains a predictor step and a corrector step based on a modification of the Nesterov and Todd direction...
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| Format: | Article |
| Language: | English |
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University of Belgrade
2014-01-01
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| Series: | Yugoslav Journal of Operations Research |
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| Online Access: | http://www.doiserbia.nb.rs/img/doi/0354-0243/2014/0354-02431300016K.pdf |