Title
A large-update primal-dual interior-point method for second-order cone programming
Abstract
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 $\mathcal {N}_\infty^-(\tau)$, but not necessary staying within it However, it must stay within a wider neighborhood $\mathcal {N}(\tau,\beta)$ We show that the method has $O(\sqrt{r}L)$ iteration complexity bound which is the best bound of wide neighborhood algorithm for second-order cone programming.
Year
DOI
Venue
2010
10.1007/978-3-642-13278-0_14
ISNN (1)
Keywords
Field
DocType
order cone programming,large-update primal-dual interior-point method,second-order cone programming,wider neighborhood,iteration complexity,necessary staying,large-update primal-dual interior-point algorithm,usual wide neighborhood,wide neighborhood algorithm,interior point method,quadratic convergence,second order cone programming
Second-order cone programming,Combinatorics,Interior point method,Mathematics
Conference
Volume
ISSN
ISBN
6063
0302-9743
3-642-13277-4
Citations 
PageRank 
References 
0
0.34
9
Authors
4
Name
Order
Citations
PageRank
Liang Fang143.22
Guoping He29113.59
Zengzhe Feng301.35
Yongli Wang4344.83