Supported by Natural Science Foundation of Hubei Province of China (Grant No. 2008CDZ047)
In this paper, we present a large-update interior-point algorithm for convex quadratic semi-definite optimization based on a new kernel function. The proposed function is strongly convex. It is not self-regular functi...
Supported by the Natural Science Foundation of Hubei Province(Grant No.2008CDZ047)
Mehrotra-type predictor-corrector algorithm, as one of most efficient interior point methods, has become the backbones of most optimization packages. Salahi et al. proposed a cut strategy based algorithm for linear op...