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Primal-Dual Interior-Point Methods for Self-Scaled Cones

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  • NESTEROV , Yurii
  • TODD , Michael

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  • NESTEROV , Yurii & TODD , Michael, 1995. "Primal-Dual Interior-Point Methods for Self-Scaled Cones," LIDAM Discussion Papers CORE 1995044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvco:1995044
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    File URL: https://sites.uclouvain.be/core/publications/coredp/coredp1995.html
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    Cited by:

    1. Ali Mohammad-Nezhad & Tamás Terlaky, 2017. "A polynomial primal-dual affine scaling algorithm for symmetric conic optimization," Computational Optimization and Applications, Springer, vol. 66(3), pages 577-600, April.
    2. Berkelaar, A.B. & Sturm, J.F. & Zhang, S., 1996. "Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming," Econometric Institute Research Papers EI 9667-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    3. Luo, Z-Q. & Sturm, J.F. & Zhang, S., 1996. "Superlinear convergence of a symmetric primal-dual path following algorithm for semidefinite programming," Econometric Institute Research Papers 9607/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    4. Li Yang & Bo Yu, 2013. "A homotopy method for nonlinear semidefinite programming," Computational Optimization and Applications, Springer, vol. 56(1), pages 81-96, September.
    5. Sturm, J.F., 2001. "Avoiding Numerical Cancellation in the Interior Point Method for Solving Semidefinite Programs," Discussion Paper 2001-27, Tilburg University, Center for Economic Research.
    6. Arjan B. Berkelaar & Jos F. Sturm & Shuzhong Zhang, 1997. "Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming," Tinbergen Institute Discussion Papers 97-025/4, Tinbergen Institute.
    7. F. A. Potra & R. Sheng, 1998. "Superlinear Convergence of Interior-Point Algorithms for Semidefinite Programming," Journal of Optimization Theory and Applications, Springer, vol. 99(1), pages 103-119, October.
    8. A. D'Aspremont, 2003. "Interest rate model calibration using semidefinite Programming," Applied Mathematical Finance, Taylor & Francis Journals, vol. 10(3), pages 183-213.
    9. Luo, Z-Q. & Sturm, J.F. & Zhang, S., 1997. "Duality Results for Conic Convex Programming," Econometric Institute Research Papers EI 9719/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    10. Sturm, J.F., 2002. "Implementation of Interior Point Methods for Mixed Semidefinite and Second Order Cone Optimization Problems," Discussion Paper 2002-73, Tilburg University, Center for Economic Research.
    11. de Klerk, E. & Peng, J. & Roos, C. & Terlaky, T., 2001. "A scaled Gauss-Newton primal-dual search direction for semidefinite optimization," Other publications TiSEM 9d85401c-e9d8-45ee-be2d-2, Tilburg University, School of Economics and Management.
    12. Luo, Z-Q. & Sturm, J.F. & Zhang, S., 1998. "Conic convex programming and self-dual embedding," Econometric Institute Research Papers EI 9815, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    13. Helmberg, C., 2002. "Semidefinite programming," European Journal of Operational Research, Elsevier, vol. 137(3), pages 461-482, March.
    14. Gu, G. & Zangiabadi, M. & Roos, C., 2011. "Full Nesterov-Todd step infeasible interior-point method for symmetric optimization," European Journal of Operational Research, Elsevier, vol. 214(3), pages 473-484, November.
    15. Alemseged Weldeyesus & Mathias Stolpe, 2015. "A primal-dual interior point method for large-scale free material optimization," Computational Optimization and Applications, Springer, vol. 61(2), pages 409-435, June.
    16. NESTEROV, Yu., 2006. "Towards nonsymmetric conic optimization," LIDAM Discussion Papers CORE 2006028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    17. NESTEROV, Yu., 2006. "Nonsymmetric potential-reduction methods for general cones," LIDAM Discussion Papers CORE 2006034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

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