Primal-Dual Interior-Point Methods for Second-Order Conic Optimization Based on Self-Regular Proximities

DOI10.1137/S1052623401383236zbMath1041.90072OpenAlexW2025473301MaRDI QIDQ4785875

Tamás Terlaky, Cornelis Roos, Jiming Peng

Publication date: 5 January 2003

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623401383236

zbMATH Keywords

polynomial complexitysecond-order conic optimizationprimal-dual interior-point methodself-regular proximity function

Mathematics Subject Classification ID

Linear programming (90C05) Interior-point methods (90C51)

Related Items (34)

Infeasible interior-point method for symmetric optimization using a positive-asymptotic barrier ⋮ A new non-interior continuation method for solving the second-order cone complementarity problem ⋮ A NEW POLYNOMIAL INTERIOR-POINT ALGORITHM FOR THE MONOTONE LINEAR COMPLEMENTARITY PROBLEM OVER SYMMETRIC CONES WITH FULL NT-STEPS ⋮ An adaptive self-regular proximity-based large-update IPM for LO ⋮ A class of polynomial interior-point algorithms for the Cartesian \(P_{*}(\kappa )\) second-order cone linear complementarity problem ⋮ New complexity analysis for primal-dual interior-point methods for self-scaled optimization problems ⋮ A corrector–predictor path-following method for second-order cone optimization ⋮ Complexity of primal-dual interior-point algorithm for linear programming based on a new class of kernel functions ⋮ A class of polynomial interior point algorithms for the Cartesian P-matrix linear complementarity problem over symmetric cones ⋮ On complexity analysis of the primal-dual interior-point method for semidefinite optimization problem based on a new proximity function ⋮ A new kind of simple kennel function yielding good iteration bounds for primal-dual interior-point methods ⋮ A new search direction for full-Newton step infeasible interior-point method in linear optimization ⋮ A full-Newton step interior-point algorithm for linear optimization based on a finite barrier ⋮ Interior-point algorithms for \(P_{*}(\kappa )\)-LCP based on a new class of kernel functions ⋮ A smoothing Newton method for second-order cone optimization based on a new smoothing function ⋮ A power penalty method for second-order cone nonlinear complementarity problems ⋮ On the generalized Fischer-Burmeister merit function for the second-order cone complementarity problem ⋮ A globally and quadratically convergent smoothing Newton method for solving second-order cone optimization ⋮ A primal-dual interior-point algorithm for symmetric optimization based on a new method for finding search directions ⋮ On self-regular IPMs (with comments and rejoinder) ⋮ A dynamic large-update primal‐dual interior-point method for linear optimization ⋮ A full-Newton step infeasible interior-point algorithm based on darvay directions for linear optimization ⋮ A note on treating a second order cone program as a special case of a semidefinite program ⋮ A smoothing-type Newton method for second-order cone programming problems based on a new smooth function ⋮ A new one-step smoothing Newton method for second-order cone programming. ⋮ Polynomial-time interior-point algorithm based on a local self-concordant finite barrier function ⋮ Conditions for error bounds of linear complementarity problems over second-order cones with pseudomonotonicity ⋮ A smoothing Newton algorithm for solving the monotone second-order cone complementarity problems ⋮ A new smoothing Newton-type method for second-order cone programming problems ⋮ A primal-dual interior-point algorithm for second-order cone optimization with full Nesterov-Todd step ⋮ A polynomial-time interior-point method for circular cone programming based on kernel functions ⋮ Research Article: On Extending Primal-Dual Interior-Point Method for Linear Optimization to Convex Quadratic Symmetric Cone Optimization ⋮ Primal-dual interior-point algorithms for convex quadratic circular cone optimization ⋮ Large-update interior point algorithm for \(P_*\)-linear complementarity problem

This page was built for publication: Primal-Dual Interior-Point Methods for Second-Order Conic Optimization Based on Self-Regular Proximities