4 papers
Multiconic Optimization for Symmetric Cones and Hyperbolic Coupling
Marianna E. -Nagy, Yurii Nesterov, Petra Renáta Rigó
We develop a new interior-point algorithm for solving multiconic optimization problems using the parabolic target space approach. The feasible cone in these problems is composed as…
Theorem of Alternative for Extended Homogeneous Linear System and its Application in Conic Optimization
Yurii Nesterov
In this paper, we develop a new framework for constructing infeasible-start primal-dual methods for Conic Optimization. Our approach can be seen as a straightforward consequence of…
Interior-Point Algorithms for Monotone Linear Complementarity Problem Based on Different Predictor Directions
Marianna E. -Nagy, Tibor Illés, Yurii Nesterov +1
In this paper, we introduce two parabolic target-space interior-point algorithms for solving monotone linear complementarity problems. The first algorithm is based on a universal t…
Asymmetric Long-Step Primal-Dual Interior-Point Methods with Dual Centering
Yurii Nesterov
In this paper, we develop a new asymmetric framework for solving primal-dual problems of Conic Optimization by Interior-Point Methods (IPMs). It allows development of efficient met…