Full-step interior-point methods for symmetric optimization

In [SIAM J. Optim., 16(4):1110--1136 (electronic), 2006] Roos proposed a full-Newton step Infeasible Interior-Point Method (IIPM) for Linear Optimization (LO). It is a primal-dual homotopy method; it differs from the classical IIPMs in that it uses only full steps. This means that no line searches are needed. In this thesis, we first present an...

Kernel-function based algorithms for semidefinitie optimization

Recently, Y.Q. Bai, M. El Ghami and C. Roos [3] introduced a new class of so-called eligible kernel functions which are defined by some simple conditions. The authors designed primal-dual interiorpoint methods for linear optimization (LO) based on eligible kernel functions and simplified the analysis of these methods considerably. In this paper...