Primal-dual Interior-point Algorithms for Second-order Cone Optimization Based on a New Parametric Kernel Function

被引：0
|
作者：
Yan Qin BAI Department of Mathematics
机构：
来源：
Acta Mathematica Sinica,English Series | 2007年 / 23卷 / 11期
关键词：
second-order cone optimization; linear optimization; interior-point methods; large-and small-update methods; polynomial-time complexity;
D O I：
暂无
中图分类号：
O174.14 [多项式理论]; O224 [最优化的数学理论];
学科分类号：
070104 ; 070105 ; 1201 ;
摘要：
A class of polynomial primal-dual interior-point algorithms for second-order cone opti-mization based on a new parametric kernel function,with parameters p and q,is presented.Its growthterm is between linear and quadratic.Some new tools for the analysis of the algorithms are proposed.The complexity bounds of O(NlogN log N/ε) for large-update methods and O(Nlog N/ε) for small-update methods match the best known complexity bounds obtained for these methods.Numerical testsdemonstrate the behavior of the algorithms for different results of the parameters p and q.
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页码：2027 / 2042
页数：16
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