An iteration primal–dual path-following method, based on wide neighbourhood and large update, for second-order cone programming

DOI10.1080/02331934.2012.678849zbMath1295.65069OpenAlexW2065772351MaRDI QIDQ5169450

Liang Fang, Zengzhe Feng, Guo-Ping He

Publication date: 10 July 2014

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2012.678849

zbMATH Keywords

algorithmconvergenceconvex optimizationsecond-order cone programmingwide neighbourhoodNesterov-Todd search directioniteration complexity boundpath-following interior-point methodsecond-order Lorentz cones

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25) Interior-point methods (90C51)

Related Items (8)

Fast algorithms for sparse inverse covariance estimation ⋮ A primal–dual predictor–corrector interior-point method for symmetric cone programming with O(√r log ϵ⁻¹) iteration complexity ⋮ Image restoration by a mixed high-order total variation and \(l_1\) regularization model ⋮ An \(O(\sqrt nL)\) wide neighborhood interior-point algorithm for semidefinite optimization ⋮ Conditions for error bounds of linear complementarity problems over second-order cones with pseudomonotonicity ⋮ Tikhonov regularized variable projection algorithms for separable nonlinear least squares problems ⋮ Sequential quadratic programming method for nonlinear least squares estimation and its application ⋮ A new smoothing method for solving nonlinear complementarity problems

Cites Work

• Applications of second-order cone programming
• A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming
• Linear systems in Jordan algebras and primal-dual interior-point algorithms
• Euclidean Jordan algebras and interior-point algorithms
• Extension of primal-dual interior point algorithms to symmetric cones
• Second-order cone programming
• Neighborhood-following algorithms for linear programming
• A wide neighbourhood interior-point method with iteration-complexity bound for semidefinite programming
• Self-Scaled Barriers and Interior-Point Methods for Convex Programming
• An Efficient Algorithm for Minimizing a Sum of Euclidean Norms with Applications
• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
• A convergence analysis of the scaling-invariant primal-dual path-following algorithms for second-order cone programming

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