A Large-Update Primal-Dual Interior-Point Method for Second-Order Cone Programming

作者:Fang, Liang*; He, Guoping; Feng, Zengzhe; Wang, Yongli
来源:7th International Symposium on Neural Networks, Shanghai, China, 2010-06-06 to 2010-06-09.
DOI:10.1007/978-3-642-13278-0_14

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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