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On a Commutative Class of Search Directions for Linear Programming over Symmetric Cones.pdf

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On a Commutative Class of Search Directions for Linear Programming over Symmetric Cones

CS-00-02 On Commutative Class of Search Directions for Linear Programming over Symmetric Cones Masakazu Muramatsu The University of Electro-Communications 1-5-1 Chofugaoka, Chofu-shi, Tokyo, 182-8585 JAPAN. June 20, 2000 Abstract The Commutative Class of search directions for semideﬁnite pro- gramming is ﬁrst proposed by Monteiro and Zhang [13]. In this paper, we investigate the corresponding class of search directions for linear programming over symmetric cones, which is a class of convex optimization problems including linear programming, second-order cone programming, and semideﬁnite programming as special cases. Complexity results are established for short, semi-long, and long step algorithms. We then propose a subclass of Commutative Class of search directions which has polynomial complexity even in semi-long and long step settings. The last subclass still contains the NT and HRVW/KSH/M directions. An explicit formula to calculate any member of the class is also given. Key words: Symmetric Cone, Primal-dual Interior-Point Method, Jordan Algebra, Polynomial Complex- ity Aﬃliation: Department of Computer Science, The University of Electro-Communications 1 1.