I am interested in bounding the computational complexity of the interior points method for solving a generic conic problem of the form \begin{equation} \min_x \left\{ c^T x : \mathcal{A}x-B\in\mathbf{K} \right\}, \end{equation} associated to cone \begin{equation} \mathbf{K} = \mathbf{S}_+^{k_1} \times \ldots \times \mathbf{S}_+^{k_p} \times \mathbf{L}_+^{k_{p+1}} \times \ldots \times \mathbf{L}_+^{k_{p+m}}. \end{equation} This exact formulation appears in thisRead more