DocumentCode
3212464
Title
Interior-point method for second-order cone programming based on a simple kernel function
Author
Dong, Li ; Tang, Jingyong
Author_Institution
Coll. of Math. & Inf. Sci., Xinyang Normal Univ., Xinyang, China
Volume
1
fYear
2010
fDate
13-14 Sept. 2010
Firstpage
85
Lastpage
88
Abstract
Interior-point methods not only are the most effective methods in practice but also have polynomial-time complexity. In this paper we present a primal-dual interior-point algorithm for second-order cone programming problems based on a simple kernel function. We derive the iteration bounds O(nlogε/n) and O(√nlogε/n) for large- and small-update methods, respectively, which are as good as those in the linear programming.
Keywords
computational complexity; convergence; linear programming; linear programming; polynomial time complexity; primal dual interior point algorithm; second order cone programming; simple kernel function; Algorithm design and analysis; Complexity theory; Kernel; Optimization; Programming; System-on-a-chip; interior-point; kernel function; method; second-order cone programming;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational Intelligence and Natural Computing Proceedings (CINC), 2010 Second International Conference on
Conference_Location
Wuhan
Print_ISBN
978-1-4244-7705-0
Type
conf
DOI
10.1109/CINC.2010.5643888
Filename
5643888
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