On complexity analysis of the primal-dual interior-point method for second-order cone optimization problem

zbMATH Open1266.90141MaRDI QIDQ2884844FDOQ2884844

Authors: Bo Kyung Choi, Gue Myung Lee 

Publication date: 18 May 2012

Published in: Journal of the Korean Society for Industrial and Applied Mathematics (Search for Journal in Brave)

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zbMATH Keywords

kernel functioncomplexity analysisprimal-dual interior-point methodsproximity functionworst-case iteration boundsecond-order cone optimization problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Interior-point methods (90C51) Abstract computational complexity for mathematical programming problems (90C60)

Cited In (11)

• A convergence analysis of the scaling-invariant primal-dual path-following algorithms for second-order cone programming
• A primal–dual interior point method for nonlinear optimization over second-order cones
• A primal-dual interior-point algorithm for second-order cone optimization with full Nesterov-Todd step
• Iteration complexity analysis of dual first-order methods for conic convex programming
• Analysis of a primal-dual interior-point algorithm for second-order cone optimizations based on a new function
• A large-update interior-point method for Cartesian \(P_{\ast}(\kappa)\)-LCP over symmetric cones
• The Variant of Primal Simplex-Type Method for Linear Second-Order Cone Programming
• A large-update primal–dual interior-point algorithm for second-order cone optimization based on a new proximity function
• New complexity analysis for primal-dual interior-point methods for self-scaled optimization problems
• Primal-Dual Interior-Point Methods for Second-Order Conic Optimization Based on Self-Regular Proximities
• Complexity of primal-dual interior-point algorithm for linear programming based on a new class of kernel functions

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