New Complexity Analysis of Full Nesterov-Todd Step Infeasible Interior Point Method for Second-Order Cone Optimization
Yugoslav journal of operations research, Tome 28 (2018) no. 1.
Voir la notice de l'article dans eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts
We present a full Nesterov-Todd (NT) step infeasible interior-point
algorithm for second-order cone optimization based on a different way to calculate
feasibility direction. In each iteration of the algorithm we use the largest possible
barrier parameter value $\theta$. Moreover, each main iteration of the algorithm consists
of a feasibility step and a few centering steps. The feasibility step differs from the
feasibility step of the other existing methods. We derive the complexity bound
which coincides with the best known bound for infeasible interior point methods.
Mots-clés :
Second-order Cone Optimization, Infeasible Interior-point Method, Full Nesterov-Todd Atep, Polynomial Complexity
@article{YJOR_2018_28_1_a1, author = {Behrouz Kheirfam}, title = {New {Complexity} {Analysis} of {Full} {Nesterov-Todd} {Step} {Infeasible} {Interior} {Point} {Method} for {Second-Order} {Cone} {Optimization}}, journal = {Yugoslav journal of operations research}, pages = {21 - 38}, publisher = {mathdoc}, volume = {28}, number = {1}, year = {2018}, url = {https://geodesic-test.mathdoc.fr/item/YJOR_2018_28_1_a1/} }
TY - JOUR AU - Behrouz Kheirfam TI - New Complexity Analysis of Full Nesterov-Todd Step Infeasible Interior Point Method for Second-Order Cone Optimization JO - Yugoslav journal of operations research PY - 2018 SP - 21 EP - 38 VL - 28 IS - 1 PB - mathdoc UR - https://geodesic-test.mathdoc.fr/item/YJOR_2018_28_1_a1/ ID - YJOR_2018_28_1_a1 ER -
%0 Journal Article %A Behrouz Kheirfam %T New Complexity Analysis of Full Nesterov-Todd Step Infeasible Interior Point Method for Second-Order Cone Optimization %J Yugoslav journal of operations research %D 2018 %P 21 - 38 %V 28 %N 1 %I mathdoc %U https://geodesic-test.mathdoc.fr/item/YJOR_2018_28_1_a1/ %F YJOR_2018_28_1_a1
Behrouz Kheirfam. New Complexity Analysis of Full Nesterov-Todd Step Infeasible Interior Point Method for Second-Order Cone Optimization. Yugoslav journal of operations research, Tome 28 (2018) no. 1. https://geodesic-test.mathdoc.fr/item/YJOR_2018_28_1_a1/