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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| Format: | Journal Article |
| Language: | English |
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2009
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| Online Access: | https://hdl.handle.net/10356/80187 http://hdl.handle.net/10220/6019 |