A New Iteration Large-Update Primal-Dual Interior-Point Method for Second-Order Cone Programming

DOI10.1080/01630563.2011.652269zbMath1246.90116OpenAlexW2143481751MaRDI QIDQ2895672

Zengzhe Feng

Publication date: 4 July 2012

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630563.2011.652269

zbMATH Keywords

interior-point methodsecond-order cone programmingprimal-dual path following methoditeration complexity bound

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Interior-point methods (90C51)

Related Items (8)

An O(r(cond(G))1/4log¼ϵ−1) iteration predictor–corrector interior-point method with a new one-norm neighbourhood for symmetric cone optimization ⋮ A wide neighborhood primal-dual predictor-corrector interior-point method for symmetric cone optimization ⋮ Two wide neighborhood interior-point methods for symmetric cone optimization ⋮ A new wide neighborhood primal-dual second-order corrector algorithm for linear optimization ⋮ A wide neighborhood predictor-infeasible corrector interior-point algorithm for linear optimization ⋮ A second-order corrector wide neighborhood infeasible interior-point method for linear optimization based on a specific kernel function ⋮ Polynomial convergence of two higher order interior-point methods for \(P_*(\kappa)\)-LCP in a wide neighborhood of the central path ⋮ A New Predictor-corrector Infeasible Interior-point Algorithm for Linear Optimization in aWide Neighborhood

Cites Work

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• On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
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• Polynomial Convergence of a New Family of Primal-Dual Algorithms for Semidefinite Programming
• An O$(\sqrtn L)$ Iteration Primal-dual Path-following Method, Based on Wide Neighborhoods and Large Updates, for Monotone LCP
• Polynomial Convergence of Infeasible-Interior-Point Methods over Symmetric Cones

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