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A full-Newton step interior-point algorithm for symmetric cone convex quadratic optimization

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  • In this paper, we present a full-Newton step primal-dual interior-point algorithm for solving symmetric cone convex quadratic optimization problem, where the objective function is a convex quadratic function and the feasible set is the intersection of an affine subspace and a symmetric cone lies in Euclidean Jordan algebra. The search directions of the algorithm are obtained from the modification of NT-search direction in terms of the quadratic representation in Euclidean Jordan algebra. We prove that the algorithm has a quadratical convergence result. Furthermore, we present the complexity analysis for the algorithm and obtain the complexity bound as $\left\lceil 2\sqrt{r}\log\frac{\mu^0 r}{\epsilon}\right\rceil$, where $r$ is the rank of Euclidean Jordan algebras where the symmetric cone lies in.
    Mathematics Subject Classification: 17C99, 90C25, 90C51.


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