A wide neighbourhood predictor-corrector infeasible-interior-point algorithm for symmetric cone programming

In this paper, we propose a new predictor-corrector infeasibleinterior-point algorithm for symmetric cone programming. Each iterate always follows the usual wide neighbourhood it does not necessarily stay within it but must stay within the wider neighbourhood N(tau, beta). We prove that, besides the predictor step, each cor- rector step also reduces the duality gap by a rate of 1 -/O root r , where r is the rank of the associated Euclidean Jordan algebra. Moreover, we improve the theoretical complexity bound of an infeasible-interiorpoint method. Some numerical results are provided as well.