Thursday, 14:15 - 14:40 h, Room: H 2038

 

Bo Kyung Choi
New large-update primal-dual interior-point algorithms for symmetric optimization problems

Coauthor: Gue Myung Lee

 

Abstract:
A linear optimization problem over a symmetric cone, defined on a Euclidean Jordan algebra and called a symmetric optimization problem (shortly, SOP), is considered. We formulate an large-update primal-dual interior-point algorithm for SOP by using the proximity function defined by a new kernel function, and obtain complexity results for our algorithm by using the Euclidean Jordan algebra techniques.

 

Talk 3 of the contributed session Thu.2.H 2038
"Interior-point methods for conic programming" [...]
Cluster 4
"Conic programming" [...]

 

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