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 homogeneous self-dual model in polynomial time.
|Place of Publication||Ithaca|
|Publisher||Cornell University Library|
|Number of pages||29|
|Publication status||Submitted - Mar 2020|