By using the theory of Euclidean Jordan algebras,based on a new class of smoothing functions,the QiSun-Zhou's smoothing Newton algorithm is extended to solve linear programming over symmetric cones(SCLP).The algor...By using the theory of Euclidean Jordan algebras,based on a new class of smoothing functions,the QiSun-Zhou's smoothing Newton algorithm is extended to solve linear programming over symmetric cones(SCLP).The algorithm is globally convergent under suitable assumptions.展开更多
In this paper we introduce a primal-dual potential reduction algorithm for positive semi-definite programming. Using the symetric preserving scalings for both primal and dual interior matrices, we can construct an alg...In this paper we introduce a primal-dual potential reduction algorithm for positive semi-definite programming. Using the symetric preserving scalings for both primal and dual interior matrices, we can construct an algorithm which is very similar to the primal-dual potential reduction algorithm of Huang and Kortanek [6] for linear programming. The complexity of the algorithm is either O(nlog(X0 · S0/ε) or O(nlog(X0· S0/ε) depends on the value of ρ in the primal-dual potential function, where X0 and S0 is the initial interior matrices of the positive semi-definite programming.展开更多
In this paper,we present an infeasible-interior-point algorithm,based on a new wide neighborhood for symmetric cone programming.We treat the classical Newton direction as the sum of two other directions,and equip them...In this paper,we present an infeasible-interior-point algorithm,based on a new wide neighborhood for symmetric cone programming.We treat the classical Newton direction as the sum of two other directions,and equip them with different step sizes.We prove the complexity bound of the new algorithm for the Nesterov-Todd(NT)direction,and the xs and sx directions.The complexity bounds obtained here are the same as small neighborhood infeasible-interior-point algorithms over symmetric cones.展开更多
This paper presents a class of primal-dual path-following interior-point algorithms for symmetric cone programming(SCP)based on wide neighborhoods and new directions with a parameterθ.When the parameterθ=1,the direc...This paper presents a class of primal-dual path-following interior-point algorithms for symmetric cone programming(SCP)based on wide neighborhoods and new directions with a parameterθ.When the parameterθ=1,the direction is exactly the classical Newton direction.When the parameterθis independent of the rank of the associated Euclidean Jordan algebra,the algorithm terminates in at most O(κr logε−1)iterations,which coincides with the best known iteration bound for the classical wide neighborhood algorithms.When the parameterθ=√n/βτand Nesterov–Todd search direction is used,the algorithm has O(√r logε−1)iteration complexity,the best iteration complexity obtained so far by any interior-point method for solving SCP.To our knowledge,this is the first time that a class of interior-point algorithms including the classical wide neighborhood path-following algorithm is proposed and analyzed over symmetric cone.展开更多
In this paper, we investigate a smoothing-type algorithm for solving the symmetric cone linear program ((SCLP) for short) by making use of an augmented system of its optimality conditions. The algorithm only needs...In this paper, we investigate a smoothing-type algorithm for solving the symmetric cone linear program ((SCLP) for short) by making use of an augmented system of its optimality conditions. The algorithm only needs to solve one system of linear equations and to perform one line search at each iteration. It is proved that the algorithm is globally convergent without assuming any prior knowledge of feasibility/infeasibility of the problem. In particular, the algorithm may correctly detect solvability of (SCLP). Furthermore, if (SCLP) has a solution, then the algorithm will generate a solution of (SCLP), and if the problem is strongly infeasible, the algorithm will correctly detect infeasibility of (SCLP).展开更多
In this note, we give comments on a very recent paper by J. S. Respondek [1]. In [1], the author claims that an algorithm in [2] contains a severe error. We show that the algorithm in [2] can be implemented properly w...In this note, we give comments on a very recent paper by J. S. Respondek [1]. In [1], the author claims that an algorithm in [2] contains a severe error. We show that the algorithm in [2] can be implemented properly without causing any errors by using vectors (one-dimensional arrays) rather than using 2-dimensional arrays. To enable users and programmers of the algorithm to carry out the computations using all existing subscripts and superscripts in the algorithm, we give a correction in the first line of the algorithm. A Maple implementation for the algorithm, as it is in [2], is given as an example for symbolic programming.展开更多
In this paper,we consider the positive semi-definite space tensor cone constrained convex program,its structure and algorithms.We study defining functions,defining sequences and polyhedral outer approximations for thi...In this paper,we consider the positive semi-definite space tensor cone constrained convex program,its structure and algorithms.We study defining functions,defining sequences and polyhedral outer approximations for this positive semidefinite space tensor cone,give an error bound for the polyhedral outer approximation approach,and thus establish convergence of three polyhedral outer approximation algorithms for solving this problem.We then study some other approaches for solving this structured convex program.These include the conic linear programming approach,the nonsmooth convex program approach and the bi-level program approach.Some numerical examples are presented.展开更多
We establish polynomial complexity bounds of the Mehrotra-type predictorcorrector algorithms for linear programming over symmetric cones. We first slightly modify the maximum step size in the predictor step of the saf...We establish polynomial complexity bounds of the Mehrotra-type predictorcorrector algorithms for linear programming over symmetric cones. We first slightly modify the maximum step size in the predictor step of the safeguard based Mehrotra-type algorithm for linear programming, that was proposed by Salahi et al[18]. Then, using the machinery of Euclidean Jordan algebras, we extend the modified algorithm to symmetric cones. Based on the Nesterov-Todd direction, we obtain O(r log ε-1) iteration complexity bound of this algorithm, where r is the rank of the Jordan algebras and ε is the required precision. We also present a new variant of Mehrotra-type algorithm using a new adaptive updating scheme of centering parameter and show that this algorithm enjoys the same order of complexity bound as the safeguard algorithm. We illustrate the numerical behaviour of the methods on some small examples.展开更多
基金Supported by Liu Hui Centre for Applied Mathematics,Nankai University and Tianjin University
文摘By using the theory of Euclidean Jordan algebras,based on a new class of smoothing functions,the QiSun-Zhou's smoothing Newton algorithm is extended to solve linear programming over symmetric cones(SCLP).The algorithm is globally convergent under suitable assumptions.
基金This research is supported by the National Natural Science Foundation of China under Grant No. 10871144 and the Natural Science Foundation of Tianjin under Grant No. 07JCYBJC05200.
基金This research was partially supported by a fund from Chinese Academy of Science,and a fund from the Personal Department of the State Council.It is also sponsored by scientific research foundation for returned overseas Chinese Scholars,State Education
文摘In this paper we introduce a primal-dual potential reduction algorithm for positive semi-definite programming. Using the symetric preserving scalings for both primal and dual interior matrices, we can construct an algorithm which is very similar to the primal-dual potential reduction algorithm of Huang and Kortanek [6] for linear programming. The complexity of the algorithm is either O(nlog(X0 · S0/ε) or O(nlog(X0· S0/ε) depends on the value of ρ in the primal-dual potential function, where X0 and S0 is the initial interior matrices of the positive semi-definite programming.
基金the National Natural Science Foundation of China(Nos.11471102,11426091,and 61179040)the Natural Science Foundation of Henan University of Science and Technology(No.2014QN039)Key Basic Research Foundation of the Higher Education Institutions of Henan Province(No.16A110012).
文摘In this paper,we present an infeasible-interior-point algorithm,based on a new wide neighborhood for symmetric cone programming.We treat the classical Newton direction as the sum of two other directions,and equip them with different step sizes.We prove the complexity bound of the new algorithm for the Nesterov-Todd(NT)direction,and the xs and sx directions.The complexity bounds obtained here are the same as small neighborhood infeasible-interior-point algorithms over symmetric cones.
基金the National Natural Science Foundation of China(No.11471102)the Key Basic Research Foundation of the Higher Education Institutions of Henan Province(No.16A110012)。
文摘This paper presents a class of primal-dual path-following interior-point algorithms for symmetric cone programming(SCP)based on wide neighborhoods and new directions with a parameterθ.When the parameterθ=1,the direction is exactly the classical Newton direction.When the parameterθis independent of the rank of the associated Euclidean Jordan algebra,the algorithm terminates in at most O(κr logε−1)iterations,which coincides with the best known iteration bound for the classical wide neighborhood algorithms.When the parameterθ=√n/βτand Nesterov–Todd search direction is used,the algorithm has O(√r logε−1)iteration complexity,the best iteration complexity obtained so far by any interior-point method for solving SCP.To our knowledge,this is the first time that a class of interior-point algorithms including the classical wide neighborhood path-following algorithm is proposed and analyzed over symmetric cone.
基金Supported by the National Natural Science Foundation of China(No.11171252,11301375 and 71301118)Research Fund for the Doctoral Program of Higher Education of China(No.20120032120076)Tianjin Planning Program of Philosophy and Social Science(No.TJTJ11-004)
文摘In this paper, we investigate a smoothing-type algorithm for solving the symmetric cone linear program ((SCLP) for short) by making use of an augmented system of its optimality conditions. The algorithm only needs to solve one system of linear equations and to perform one line search at each iteration. It is proved that the algorithm is globally convergent without assuming any prior knowledge of feasibility/infeasibility of the problem. In particular, the algorithm may correctly detect solvability of (SCLP). Furthermore, if (SCLP) has a solution, then the algorithm will generate a solution of (SCLP), and if the problem is strongly infeasible, the algorithm will correctly detect infeasibility of (SCLP).
文摘In this note, we give comments on a very recent paper by J. S. Respondek [1]. In [1], the author claims that an algorithm in [2] contains a severe error. We show that the algorithm in [2] can be implemented properly without causing any errors by using vectors (one-dimensional arrays) rather than using 2-dimensional arrays. To enable users and programmers of the algorithm to carry out the computations using all existing subscripts and superscripts in the algorithm, we give a correction in the first line of the algorithm. A Maple implementation for the algorithm, as it is in [2], is given as an example for symbolic programming.
基金supported by the Hong Kong Research Grant Council(Grant Nos.PolyU 501909,502510,502111 and 501212)supported by National Natural Science Foundation of China(Grant Nos.10831006 and 11021101)supported by the National Natural Science Foundation of China(Grant Nos.11101303 and 11171180).
文摘In this paper,we consider the positive semi-definite space tensor cone constrained convex program,its structure and algorithms.We study defining functions,defining sequences and polyhedral outer approximations for this positive semidefinite space tensor cone,give an error bound for the polyhedral outer approximation approach,and thus establish convergence of three polyhedral outer approximation algorithms for solving this problem.We then study some other approaches for solving this structured convex program.These include the conic linear programming approach,the nonsmooth convex program approach and the bi-level program approach.Some numerical examples are presented.
基金Supported by the National Natural Science Foundation of China(11471102,61301229)Supported by the Natural Science Foundation of Henan University of Science and Technology(2014QN039)
文摘We establish polynomial complexity bounds of the Mehrotra-type predictorcorrector algorithms for linear programming over symmetric cones. We first slightly modify the maximum step size in the predictor step of the safeguard based Mehrotra-type algorithm for linear programming, that was proposed by Salahi et al[18]. Then, using the machinery of Euclidean Jordan algebras, we extend the modified algorithm to symmetric cones. Based on the Nesterov-Todd direction, we obtain O(r log ε-1) iteration complexity bound of this algorithm, where r is the rank of the Jordan algebras and ε is the required precision. We also present a new variant of Mehrotra-type algorithm using a new adaptive updating scheme of centering parameter and show that this algorithm enjoys the same order of complexity bound as the safeguard algorithm. We illustrate the numerical behaviour of the methods on some small examples.