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作者

Fang, LA He, GP Feng, ZZ Wang, YL

作者单位

Shandong Univ Sci & Technol, Coll Informat Sci & Engn, Qingdao 266510, Peoples R China Taishan Univ, Coll Math & Syst Sci, Tai An 271021, Shandong, Peoples R China Taishan Med Univ, Coll Informat Engn, Tai An 271000, Shandong, Peoples R China

刊名

ADVANCES IN NEURAL NETWORKS - ISNN 2010, PT 1, PROCEEDINGS

年份

2010

卷号

Vol.6063

页码

102

ISSN

0302-9743

关键词

Second-order cone programming Smoothing method Interior-point method Q-quadratic convergence Central path

摘要

A large-update primal-dual interior-point algorithm is presented for solving second order cone programming. At each iteration, the iterate is always following the usual wide neighborhood N-infinity(-)(tau), but not necessary staying within it. However, it must stay within a wider neighborhood N(tau,beta). We show that the method has O(root rL) iteration complexity bound which is the best bound of wide neighborhood algorithm for second-order cone programming.

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