A full Nesterov-Todd step interior-point method for circular cone optimization

Behrouz Kheirfam
2016 Commun. Comb. Optim. Communications in Combinatorics and Optimization   unpublished
In this paper, we present a full Newton step feasible interior-point method for circular cone optimization by using Euclidean Jordan algebra. The search direction is based on the Nesterov-Todd scaling scheme, and only full-Newton step is used at each iteration. Furthermore, we derive the iteration bound that coincides with the currently best known iteration bound for small-update methods.
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