A SELF-CONCORDANT INTERIOR POINT ALGORITHM FOR NONSYMMETRIC CIRCULAR CONE PROGRAMMING

作者：Ma, Pengfei; Bai, Yanqin^*; Chen, Jein-Shan

来源：Journal of Nonlinear and Convex Analysis, 2016, 17(2): 225-241.

• Conic optimization problem
• interior point methods (IPMs)
• self-concordant barriers

In this paper, we consider a particular conic optimization problem over nonsymmetric circular cone. This class of optimization problem has been found useful in optimal grasping manipulation problems for multi-fingered robots. We first introduce a pair of logarithmically homogeneous self-concordant barrier function for circular cone and its dual cone. Then, based on these two logarithmically homogeneous self-concordant barrier functions and their related properties, we present an interior point algorithm for circular cone optimization problem. Furthermore, we derive the iteration bound for this interior point algorithm. Finally, we show some numerical tests to demonstrate the performance of the proposed algorithm.

• 出版日期2016
• 单位上海大学