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An infeasible full-NT step interior point algorithm for CQSCO

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Abstract

In this paper, we propose a full Nesterov-Todd (NT) step infeasible interior-point algorithm for convex quadratic symmetric cone optimization based on Euclidean Jordan algebra. The algorithm uses only one feasibility step in each main iteration. The complexity result coincides with the best-known iteration bound for infeasible interior-point methods.

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Authors and Affiliations

  1. Department of Applied Mathematics, Azarbaijan Shahid Madani University, Tabriz, Iran

    Behrouz Kheirfam

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  1. Behrouz Kheirfam
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Correspondence to Behrouz Kheirfam.

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Kheirfam, B. An infeasible full-NT step interior point algorithm for CQSCO. Numer Algor 74, 93–109 (2017). https://doi.org/10.1007/s11075-016-0140-9

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  • DOI: https://doi.org/10.1007/s11075-016-0140-9

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