Joachim Dahl
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View article: New complexity bounds for primal--dual interior-point algorithms in conic optimization
New complexity bounds for primal--dual interior-point algorithms in conic optimization Open
We provide improved complexity results for symmetric primal--dual interior-point algorithms in conic optimization. The results follow from new uniform bounds on a key complexity measure for primal--dual metrics at pairs of primal and dual …
View article: A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization
A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization Open
A new primal-dual interior-point algorithm applicable to nonsymmetric conic optimization is proposed. It is a generalization of the famous algorithm suggested by Nesterov and Todd for the symmetric conic case, and uses primal-dual scalings…
View article: An algorithm for nonsymmetric conic optimization inspired by MOSEK
An algorithm for nonsymmetric conic optimization inspired by MOSEK Open
We analyze the scaling matrix, search direction, and neighborhood used in MOSEK's algorithm for nonsymmetric conic optimization [Dahl and Andersen, 2019]. It is proven that these can be used to compute a near-optimal solution to the homoge…