摘要
In this paper a weighted short-step primal-dual interior-point algorithm for linear optimization over symmetric cones is proposed that uses new search directions.The algorithm uses at each interior-point iteration a full Nesterov-Todd step and the strategy of the central path to obtain a solution of symmetric optimization.We establish the iteration bound for the algorithm,which matches the currently best-known iteration bound for these methods,and prove that the algorithm is quadratically convergent.
基金
The author is grateful to the two anonymous referees and the Editors for theirconstructive comments and suggestions to improve the presentation.
