A New Wide Neighborhood Primal-Dual Infeasible-Interior-Point Method for Symmetric Cone Programming

被引：44

作者：

Liu, Hongwei ^{[1
]}

Yang, Ximei ^{[1
]}

Liu, Changhe ^{[2
]}

机构：

[1] Xidian Univ, Dept Math, Xian 710071, Peoples R China

[2] Henan Univ Sci & Technol, Dept Appl Math, Luoyang 471003, Peoples R China

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2013年 / 158卷 / 03期

基金：

中国国家自然科学基金;

关键词：

Jordan algebra; Symmetric cone programming; Wide neighborhood; Infeasible-interior-point method; Polynomial complexity; POLYNOMIAL CONVERGENCE; ALGORITHMS;

D O I：

10.1007/s10957-013-0303-y

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We present a new infeasible-interior-point method, based on a wide neighborhood, for symmetric cone programming. The convergence is shown for a commutative class of search directions, which includes the Nesterov-Todd direction and the xs and sx directions. Moreover, we derive the complexity bound of the wide neighborhood infeasible interior-point methods that coincides with the currently best known theoretical complexity bounds for the short step path-following algorithm.

引用

页码：796 / 815

页数：20

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