Wen-Hao Fu

A primal--dual interior-point method for nonsymmetric conic optimization with conjugate-free scaling

A primal--dual interior-point method for nonsymmetric conic optimization based on a conjugate-free scaling matrix obtained from a single-secant BFGS update of the primal barrier Hessian, which attains an iteration bound of $\mathcal{O}(\sqrt{\nu}\log(1/\varepsilon)$ and is competitive with QICS, a specialized solver for conic models arising in quantum information.