A full Nesterov-Todd step interior-point method for circular cone optimization

Document Type: Original paper

Author

Azarbaijan Shahid Madani University

Abstract

In this paper, we present a full Newton step feasible interior-point
method for circular cone optimization by using Euclidean Jordan
algebra. The search direction is based on the Nesterov-Todd scaling
scheme, and only full-Newton step is used at each iteration.
Furthermore, we derive the iteration bound that coincides with the
currently best known iteration bound for small-update methods.

Keywords

Main Subjects