Primal-dual interior-point algorithms for second-order cone optimization based on a new parametric kernel function

被引:21
作者
Yan Qin Bai [1 ]
Guo Qiang Wang
机构
[1] Shanghai Univ, Coll Sci, Dept Math, Shanghai 200444, Peoples R China
[2] Shanghai Univ Engn Sci, Coll Vocat Technol, Shanghai 200437, Peoples R China
关键词
second-order cone optimization; linear optimization; interior-point methods; large- and small-update methods; polynomial-time complexity;
D O I
10.1007/s10114-007-0967-z
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A class of polynomial primal-dual interior-point algorithms for second-order cone optimization based on a new parametric kernel function, with parameters p and q, is presented. Its growth term is between linear and quadratic. Some new tools for the analysis of the algorithms are proposed. The complexity bounds of O(root N log N log N/epsilon) for large-update methods and O(root N logN/epsilon) for small-update methods match the best known complexity bounds obtained for these methods. Numerical tests demonstrate the behavior of the algorithms for different results of the parameters p and q.
引用
收藏
页码:2027 / 2042
页数:16
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