An Algebraic-Based Primal–Dual Interior-Point Algorithm for Rotated Quadratic Cone Optimization

Tamsaouete, Karima and Alzalg, Baha (2023) An Algebraic-Based Primal–Dual Interior-Point Algorithm for Rotated Quadratic Cone Optimization. Computation, 11 (3). p. 50. ISSN 2079-3197

[thumbnail of computation-11-00050.pdf] Text
computation-11-00050.pdf - Published Version

Download (498kB)

Abstract

In rotated quadratic cone programming problems, we minimize a linear objective function over the intersection of an affine linear manifold with the Cartesian product of rotated quadratic cones. In this paper, we introduce the rotated quadratic cone programming problems as a “self-made” class of optimization problems. Based on our own Euclidean Jordan algebra, we present a glimpse of the duality theory associated with these problems and develop a special-purpose primal–dual interior-point algorithm for solving them. The efficiency of the proposed algorithm is shown by providing some numerical examples.

Item Type: Article
Subjects: GO for STM > Computer Science
Depositing User: Unnamed user with email support@goforstm.com
Date Deposited: 30 May 2023 12:00
Last Modified: 17 Jan 2024 03:46
URI: http://archive.article4submit.com/id/eprint/957

Actions (login required)

View Item
View Item