期刊文献+
共找到1篇文章
< 1 >
每页显示 20 50 100
Kernel Function-Based Primal-Dual Interior-Point Methods for Symmetric Cones Optimization
1
作者 ZHAO Dequan ZHANG Mingwang 《Wuhan University Journal of Natural Sciences》 CAS 2014年第6期461-468,共8页
In this paper, we present a large-update primal-dual interior-point method for symmetric cone optimization(SCO) based on a new kernel function, which determines both search directions and the proximity measure betwe... In this paper, we present a large-update primal-dual interior-point method for symmetric cone optimization(SCO) based on a new kernel function, which determines both search directions and the proximity measure between the iterate and the center path. The kernel function is neither a self-regular function nor the usual logarithmic kernel function. Besides, by using Euclidean Jordan algebraic techniques, we achieve the favorable iteration complexity O( √r(1/2)(log r)^2 log(r/ ε)), which is as good as the convex quadratic semi-definite optimization analogue. 展开更多
关键词 symmetric cones optimization Kernel function Interior-point method polynomial complexity
原文传递
上一页 1 下一页 到第
使用帮助 返回顶部