A Primal-Dual Interior Point Method for a Novel Type-2 Second Order Cone Optimization Problem
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Publication:6301048
DOI10.1016/J.RICO.2021.100042arXiv1805.00591MaRDI QIDQ6301048FDOQ6301048
Authors: Md Sarowar Morshed, Chrysafis Vogiatzis, Md. Noor-E-Alam 
Publication date: 1 May 2018
Abstract: In this paper, we define a new, special second order cone as a type- second order cone. We focus on the case of , which can be viewed as SOCO with an additional {em complicating variable}. For this new problem, we develop the necessary prerequisites, based on previous work for traditional SOCO. We then develop a primal-dual interior point algorithm for solving a type-2 second order conic optimization (SOCO) problem, based on a family of kernel functions suitable for this type-2 SOCO. We finally derive the following iteration bound for our framework: [frac{L^gamma}{ heta kappa gamma} left[2N psileft( frac{varrho left( au /4N
ight)}{sqrt{1- heta}}
ight)
ight]^gammalog frac{3N}{epsilon}.]
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