A predictor-corrector path-following algorithm for symmetric optimization based on darvay's technique

Abstract

In this paper, we present a predictor-corrector path-following interior-point algorithm for symmetric cone optimization based on Darvay's technique. Each iteration of the algorithm contains a predictor step and a corrector step based on a modification of the Nesterov and Todd directions. Moreover, we show that the algorithm is well defined and that the obtained iteration bound is θ(→ r log rμ/ε) , where r is the rank of Euclidean Jordan algebra.