An iteration primal-dual path-following method, based on wide neighbourhood and large update, for second-order cone programming

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作者单位: College of Information Science and Engineering, Shandong University of Science and Technology, 266510, Qingdao, China Department of Mathematics and System Science, Taishan University, 271021, Tai'an, China a College of Information Engineering, Taishan Medical University, 271016, Tai'an, China

关键词: iteration complexity bound path-following interior-point method second-order cone programming wide neighbourhood

摘要: In this article we propose a new primal-dual path-following interior point algorithm for second-order cone programming. Each iterate always follows the usual wide neighborhood, it does not necessarily stay within it, but must stay within the wider neighbourhood N{script}. We show that the algorithm has iteration complexity bound which is better than that of usual wide neighbourhood algorithm O, where n is the dimension of the problem, with ε{lunate} the required precision, α ∈ [0, 1] the given c...更多; In this article we propose a new primal-dual path-following interior point algorithm for second-order cone programming. Each iterate always follows the usual wide neighborhood, it does not necessarily stay within it, but must stay within the wider neighbourhood N{script}. We show that the algorithm has iteration complexity bound which is better than that of usual wide neighbourhood algorithm O, where n is the dimension of the problem, with ε{lunate} the required precision, α ∈ [0, 1] the given constant number and the initial interior solution. It is the best result in regard to the iteration complexity bound in the context of path-following method for second-order cone programming.收起

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