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New complexity analysis of a full Nesterov- Todd step infeasible interior-point algorithm for symmetric optimization

Behrouz Kheirfam, Nezam Mahdavi-Amiri (2013)

Kybernetika

A full Nesterov-Todd step infeasible interior-point algorithm is proposed for solving linear programming problems over symmetric cones by using the Euclidean Jordan algebra. Using a new approach, we also provide a search direction and show that the iteration bound coincides with the best known bound for infeasible interior-point methods.

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