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A Modified and Simplified Full Nesterov–Todd Step O(N)Infeasible Interior-Point Method for Second-Order Cone Optimization

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摘要 We present a modified and simplified version of an infeasible interior-point method for second-order cone optimization published in 2013(Zangiabadi et al.in J Optim Theory Appl,2013).In the earlier version,each iteration consisted of one socalled feasibility step and a few centering steps.Here,each iteration consists of only a feasibility step.Thus,the new algorithm improves the number of iterations and the improvement is due to a lemma which gives an upper bound for the proximity after the feasibility step.The complexity result coincides with the best-known iteration bound for infeasible interior-point methods.
出处 《Journal of the Operations Research Society of China》 EI CSCD 2018年第2期301-315,共15页 中国运筹学会会刊(英文)
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