On "A Homogeneous Interior-Point Algorithm for Non-Symmetric Convex Conic Optimization"

1 Dec 2017Dávid PappSercan Yıldız

In a recent paper, Skajaa and Ye proposed a homogeneous primal-dual interior-point method for non-symmetric conic optimization. The authors showed that their algorithm converges to $\varepsilon$-accuracy in $O(\sqrt{\nu}\log \varepsilon^{-1})$ iterations, where $\nu$ is the complexity parameter associated with a barrier function for the primal cone, and thus achieves the best-known iteration complexity for this class of problems... (read more)

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