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二次锥规划的不可行内点算法 被引量:2

An infeasible interior point algorithm for the second-order cone programming
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摘要 给出二次锥规划的一种不可行内点算法并证明该算法是多项式时间算法.利用本算法需O(n^(1/2)lnε^(-1))次迭代就可找到问题的ε-近似解,其迭代复杂性界与现有的二次锥规划可行内点算法的复杂性界相同. An infeasible interior point algorithm for the second-order cone programming is presented. It is shown that this algorithm is a polynomial-time algorithm which can algorithm can find an ε-approximate solution in O(√nlnε^-1) iterations. The iteration complexity bound is the same as that of the feasible interior point methods available.
出处 《兰州大学学报(自然科学版)》 CAS CSCD 北大核心 2007年第4期136-139,共4页 Journal of Lanzhou University(Natural Sciences)
基金 国家自然科学基金(69972036).
关键词 二次锥规划 不可行内点算法 多项式时间算法 second-order cone programming infeasible interior point algorithm polynomial-time algorithm
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参考文献8

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同被引文献21

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  • 6Feng Z Z, Fang L. A wide neighborhood interior-point method with O(√nL) iteration-complexity bound for semidefinite programming [J]. Optimization, 2010, 59(8): 1235-1246.
  • 7Feng Z Z. A new iteration large update primal-dual interior-point method for second-order cone programming [J]. Numerical Functional Analysis and Optimization, 2012, 33(4): 397-414.
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