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

MaRDI QIDQ2884844zbMATH OpenFDO

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)

zbMATH Keywords

complexity analysiskernel functionprimal-dual interior-point methodsproximity functionsecond-order cone optimization problemworst-case iteration bound

Mathematics Subject Classification ID

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

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Cited in

(11)

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

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