A Large-Update Primal-Dual Interior-Point Method for Second-Order Cone Programming
- 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
- 会议录
- ADVANCES IN NEURAL NETWORKS - ISNN 2010, PT 1, PROCEEDINGS
- 召开年
- 2010
- 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, but not necessary staying within it. However, it must stay within a wider neighborhood N. We show that the method has O iteration complexity bound which is the best bound of wide neighborhood algorithm for second-order cone programming.
- 文献类型
- 会议论文
- 浏览量
- 2
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被引次数