| Article ID: | iaor20117314 |
| Volume: | 214 |
| Issue: | 3 |
| Start Page Number: | 473 |
| End Page Number: | 484 |
| Publication Date: | Nov 2011 |
| Journal: | European Journal of Operational Research |
| Authors: | Roos C, Gu G, Zangiabadi M |
| Keywords: | interior point methods |
Euclidean Jordan algebras were proved more than a decade ago to be an indispensable tool in the unified study of interior‐point methods. By using it, we generalize the full‐Newton step infeasible interior‐point method for linear optimization of Roos (2006) to symmetric optimization. This unifies the analysis for linear, second‐order cone and semidefinite optimizations.