A Modified and Simplified Full Nesterov–Todd Step $$\mathcal {O}(N)$$O(N) Infeasible Interior-Point Method for Second-Order Cone Optimization
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DOI: 10.1007/s40305-017-0168-0
Abstract: We present a modified and simplified version of an infeasible interior-point method for second-order cone optimization published in 2013 (Zangiabadi et al. in J Optim Theory Appl, 2013). In the earlier version, each iteration consisted of… read more here.
Keywords: interior point; step; infeasible interior; point method ... See more keywords
A wide neighborhood infeasible-interior-point method with arc-search for -SCLCPs
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DOI: 10.1080/02331934.2017.1401071
Abstract: Abstract In this paper, we propose an arc-search infeasible-interior-point method based on the wide neighbourhood for linear complementarity problems over symmetric cones with the Cartesian -property (-SCLCP). The algorithm searches the optimizers along the ellipses… read more here.
Keywords: infeasible interior; arc search; point method; interior point ... See more keywords
A wide neighbourhood predictor–corrector infeasible-interior-point algorithm for symmetric cone programming
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DOI: 10.1080/10556788.2022.2060970
Abstract: In this paper, we propose a new predictor–corrector infeasible-interior-point algorithm for symmetric cone programming. Each iterate always follows the usual wide neighbourhood , it does not necessarily stay within it but must stay within the… read more here.
Keywords: neighbourhood; interior point; infeasible interior; predictor corrector ... See more keywords