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Paper   IPM / M / 15392
School of Mathematics
  Title:   A wide neighborhood primal-dual predictor-corrector interior-point for symmetric cone optimization
  Author(s):  Marzieh Sayadi Shahraki (Joint with H. Mansouri, M. Zangiabadi, and N. Mahdavi-Amiri)
  Status:   Published
  Journal: Numer Algor
  Vol.:  78
  Year:  2018
  Pages:   535-552
  Supported by:  IPM
  Abstract:
We present a primal-dual predictor-corrector interior-point�?? �??method for symmetric cone optimization�??. �??The proposed algorithm is�?? �??based on the Nesterov-Todd search directions and a wide�?? �??neighborhood�??, �??which is an even wider neighborhood than a given�?? �??negative infinity neighborhood�??. �??At each iteration�??, �??the method�?? �??computes two corrector directions in addition to the Ai and Zhang�?? �??directions (SIAM J�??. �??Optim�??. �??16 (2005)�??, �??pp�??. �??400-417)�??, �??in order to�?? �??improve performance�??. �??Moreover�??, �??we derive the complexity bound of�?? �??the wide neighborhood predictor-corrector interior-point method�?? �??for symmetric cone optimization that coincides with the currently�?? �??best known theoretical complexity bounds for the short step�?? �??algorithm�??. �??Finally�??, �??some numerical experiments are provided to�?? �??reveal the effectiveness of the proposed method�??.

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