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| Paper IPM / M / 15392 |
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| Abstract: | |
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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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