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Paper   IPM / M / 14975
School of Mathematics
  Title:   Two wide neighborhood interior-point methods for symmetric cone optimization
  Author(s):  Marzieh Sayadi Shahraki (Joint with H. Mansouri and M. Zangiabadi)
  Status:   Published
  Journal: Comput. Optim. Appl.
  Vol.:  68
  Year:  2017
  Pages:   29-55
  Supported by:  IPM
In this paper,we present two primal�??dual interior-point algorithms for symmetric cone optimization problems. The algorithms produce a sequence of iterates in the wide neighborhood N(�?, β) of the central path. The convergence is shown for a commutative class of search directions, which includes the Nesterov�??Todd direction and the xs and sx directions.We derive that these two path-following algorithms have


iteration complexity bounds, respectively. The obtained complexity bounds are the best result in regard to the iteration complexity bound in the context of the path-following methods for symmetric cone optimization. Numerical results show that the algorithms are efficient for this kind of problems.

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