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Article
Improved Complexity Analysis of Full Nesterov–Todd Step Feasible Interior-Point Method for Symmetric Optimization
Journal of Optimization Theory and Applications
  • G. Q. Wang, Shanghai University of Engineering Science
  • L. C. Kong, Beijing Jiaotong University
  • J. Y. Tao, Loyola University Maryland
  • Goran Lesaja, Georgia Southern University
Document Type
Article
Publication Date
8-1-2015
DOI
10.1007/s10957-014-0696-2
Disciplines
Abstract

In this paper, an improved complexity analysis of full Nesterov–Todd step feasible interior-point method for symmetric optimization is considered. Specifically, we establish a sharper quadratic convergence result using several new results from Euclidean Jordan algebras, which leads to a wider quadratic convergence neighbourhood of the central path for the iterates in the algorithm. Furthermore, we derive the currently best known iteration bound for full Nesterov–Todd step feasible interior-point method.

Citation Information
G. Q. Wang, L. C. Kong, J. Y. Tao and Goran Lesaja. "Improved Complexity Analysis of Full Nesterov–Todd Step Feasible Interior-Point Method for Symmetric Optimization" Journal of Optimization Theory and Applications Vol. 166 Iss. 2 (2015) p. 588 - 604 ISSN: 1573-2878
Available at: http://works.bepress.com/goran_lesaja/60/