A full-step interior-point algorithm for second-order cone optimization based on a simple locally kernel function

DOI10.1080/10556788.2012.709855zbMath1272.90053MaRDI QIDQ5299916

Lipu Zhang, Yinghong Xu, Yan-Qin Bai

Publication date: 24 June 2013

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2012.709855

zbMATH Keywords

complexity analysis; interior-point algorithm; second-order cone optimization; locally kernel function

Mathematics Subject Classification ID

90C25: Convex programming

90C60: Abstract computational complexity for mathematical programming problems

90C51: Interior-point methods

Cites Work

• Unnamed Item
• Unnamed Item
• A globally convergent non-interior point algorithm with full Newton step for second-order cone programming
• Primal-dual interior-point algorithms for second-order cone optimization based on kernel functions
• Interior path following primal-dual algorithms. I: Linear programming
• Applications of second-order cone programming
• Linear systems in Jordan algebras and primal-dual interior-point algorithms
• Extension of primal-dual interior point algorithms to symmetric cones
• Second-order cone programming
• Similarity and other spectral relations for symmetric cones
• Geometric means on symmetric cones
• Self-regular functions and new search directions for linear and semidefinite optimization
• Extension of Karmarkar's algorithm onto convex quadratically constrained quadratic problems
• Primal-dual interior-point algorithms for second-order cone optimization based on a new parametric kernel function
• Associative and Jordan Algebras, and Polynomial Time Interior-Point Algorithms for Symmetric Cones
• A new infeasible interior-point algorithm with full step for linear optimization based on a simple function
• An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
• Self-Scaled Barriers and Interior-Point Methods for Convex Programming
• A primal‐dual interior-point method for linear optimization based on a new proximity function
• A New Efficient Large-Update Primal-Dual Interior-Point Method Based on a Finite Barrier
• A Comparative Study of Kernel Functions for Primal-Dual Interior-Point Algorithms in Linear Optimization
• New complexity analysis of the primal-dual Newton method for linear optimization
• A Jordan-algebraic approach to potential-reduction algorithms