Yurii Nesterov, Catholic University of Louvain
Abstract:
In this talk we present 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.