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A primal–dual predictor–corrector interior-point method for symmetric cone programming with O(√r log ϵ ) iteration complexity.
- Source :
-
International Journal of Computer Mathematics . Oct2017, Vol. 94 Issue 10, p1998-2010. 13p. - Publication Year :
- 2017
-
Abstract
- In this paper,we propose a new predictor–corrector interior-point method for symmetric cone programming. This algorithm is based on a wide neighbourhood and the Nesterov–Todd direction. We prove that, besides the predictor steps, each corrector step also reduces the duality gap by a rate of, whereris the rank of the associated Euclidean Jordan algebras. In particular, the complexity bound is, whereis a given tolerance. To our knowledge, this is the best complexity result obtained so far for interior-point methods with a wide neighbourhood over symmetric cones. The numerical results show that the proposed algorithm is effective. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00207160
- Volume :
- 94
- Issue :
- 10
- Database :
- Academic Search Index
- Journal :
- International Journal of Computer Mathematics
- Publication Type :
- Academic Journal
- Accession number :
- 124311960
- Full Text :
- https://doi.org/10.1080/00207160.2016.1274742