Gu, G.; Zangiabadi, M.; Roos, C. - In: European Journal of Operational Research 214 (2011) 3, pp. 473-484
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 [Roos, C., 2006. A full-Newton step O(n)...