Full-Newton step interior-point methods for conic optimization

Mansouri, H.

Full-Newton step interior-point methods for conic optimization

Doctoral thesis (2008)

Authors

H. Mansouri

Contributors

C. Roos (promotor)

Faculty

Electrical Engineering, Mathematics and Computer Science

Interior-point Full-Newton step Conic optimization

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Published Date

16-06-2008

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Faculty

Electrical Engineering, Mathematics and Computer Science

Abstract

In the theory of polynomial-time interior-point methods (IPMs) two important classes of methods are distinguished: small-update and large-update methods, respectively. Small-update IPMs have the best theoretical iteration bound and IPMs with full-Newton steps belong to this class of methods. Within each of these classes one has feasible and infeasible interior-point methods (IIPMs). In this thesis we first deal with full-Newton step IIPMs, and we consider feasible full-Newton step IPMs.

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