Title of article
Global convergence of an inexact interior-point method for convex quadratic symmetric cone programming
Author/Authors
-، - نويسنده Department of Applied Mathematics, Faculty of Mathematical Sciences, Shahrekord University, P.O. Box 115, Shahrekord, Iran. Pirhaji, M. , -، - نويسنده Department of Applied Mathematics, Faculty of Mathematical Sciences, Shahrekord University, P.O. Box 115, Shahrekord, Iran. Mansouri, H. , -، - نويسنده Department of Applied Mathematics, Faculty of Mathematical Sciences, Shahrekord University, P.O. Box 115, Shahrekord, Iran. Zangiabadi, M.
Issue Information
دوماهنامه با شماره پیاپی 0 سال 2016
Pages
23
From page
1363
To page
1385
Abstract
-
Abstract
In this paper, we propose a feasible interior-point method for convex quadratic programming over symmetric cones. The proposed algorithm relaxes the accuracy requirements in the solution of the Newton equation system, by using an inexact Newton direction. Furthermore, we obtain an acceptable level of error in the inexact algorithm on convex quadratic symmetric cone programming (CQSCP). We also prove that the iteration bound for the feasible short-step method is $O(sqrt{n}logfrac{1}{varepsilon})$, and $O(nlogfrac{1}{varepsilon})$ for the large-step method which coincide with the currently best known iteration bounds for CQSCPs.
Journal title
Bulletin of the Iranian Mathematical Society
Journal title
Bulletin of the Iranian Mathematical Society
Record number
2396515
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