Primal-dual interior point methods over quadratic, semidefinite and p-cones
Conference
·
OSTI ID:35753
It has been observed that some interior point algorithms for linear programming can be extended, in a sense step by step, to optimization problems over more general domains, such as the cone of positive semidefinite matrices and the so-called {open_quotes}ice cream{close_quotes} cone. Most of the algorithms that have been extended, however are mostly primal or dual algorithms. It turns out that analogous extensions of primal-dual methods are more challenging. We discuss such extensions and complexity issues related to such generalizations.
- OSTI ID:
- 35753
- Report Number(s):
- CONF-9408161--
- Country of Publication:
- United States
- Language:
- English
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