基于一个新函数的二阶锥规划的原始对偶内点算法分析

Analysis of a Primal-dual Interior-point Algorithm for Second-order Cone Optimizations Based on a New Function

用一个新的函数替代特殊的kernel函数,给出了基于这个函数的原始对偶内点算法,并给出了对于large-update methods(即τ=O(N),θ=Θ(1))迭代的上界O(N1-pln(N/ε)).

Present a primal-dual interior-point algorithm for second-order cone optimization problems based on a specific function which is different,and derive the complexity bound O(N1-pln(Nε)) for large-update methods which is lower than the complexity bound O((4N)12(log(4N))lnNε.