期刊名称：CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain
出版年度：2008
卷号：1
出版社：Center for Operations Research and Econometrics (UCL), Louvain
摘要：In this paper we develop several polynomial-time interior-point methods (IPM) for solving
nonlinear primal-dual conic optimization problem. We assume that the barriers for the primal
and the dual cone are not conjugate. This broken symmetry does not allow to apply the
standard primal-dual IPM. However, we show that in this situation it is also possible to
develop very efficient optimization methods, which satisfy all desired qualities, including the
infeasible-start features. Our technique is based on asymmetric primal-dual barrier augmented
by squared residual of the primal-dual linear system.
