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作者

Feng, Z.

作者单位

College of Information and Engineering, Taishan Medical University, Tai'an 271016, China

刊名

Numerical Functional Analysis and Optimization

年份

2012

卷号

Vol.33 No.4

页码

397-414

ISSN

0163-0563

关键词

Interior-point method Iteration complexity bound Primal-dual path following method Second-order cone programming

摘要

In this article, we extend the Ai-Zhang direction for solving LCP to the class of second-order cone programming. Each iterate always follows the usual wide neighborhood N - ∞ , not necessarily staying within it, but must stay within the wider neighborhood N. In addition, we decompose the classical Newton direction into two separate parts according to the positive and negative parts. We show that the algorithm has O iteration complexity bound, where n is the dimension of the problem and L = t...更多

In this article, we extend the Ai-Zhang direction for solving LCP to the class of second-order cone programming. Each iterate always follows the usual wide neighborhood N - ∞ , not necessarily staying within it, but must stay within the wider neighborhood N. In addition, we decompose the classical Newton direction into two separate parts according to the positive and negative parts. We show that the algorithm has O iteration complexity bound, where n is the dimension of the problem and L = the initial interior solution. To the best of our knowledge, this is the first large-neighborhood path-following interior point method with the same complexity as small neighborhood path-following IPMs for second-order cone programming. It is the best result in regard to the iteration complexity bound in the context of the large-update path-following method for second-order cone programming.收起

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