A T-algebraic approach to primal-dual interior-point algorithms

Three primal-dual interior-point algorithms for homogeneous cone programming are presented. They are a short-step algorithm, a large-update algorithm, and a predictor-corrector algorithm. These algorithms are described and analyzed based on a characterization of homogeneous cones via T-algebras. The...

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Bibliographic Details
Main Author: Chua, Chek Beng.
Other Authors: School of Physical and Mathematical Sciences
Format: Journal Article
Language:English
Published: 2009
Subjects:
Online Access:https://hdl.handle.net/10356/80187
http://hdl.handle.net/10220/6019