Title of article
Global convergence of an inexact interior-point method for convex quadratic symmetric cone programming
Author/Authors
Pirhaji ، Mohammad - Shahrekord University , Mansouri ، Hossein - Shahrekord University , Zangiabadi ، Maryam - Shahrekord University
Pages
23
From page
1363
To page
1385
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(n−−√log1ε), and O(nlog1ε) for the large-step method which coincide with the currently best known iteration bounds for CQSCPs.
Keywords
Convex quadratic symmetric cone programming , short , and large , step feasible interior , point method , inexact search directions , polynomial complexity
Journal title
Bulletin of the Iranian Mathematical Society
Serial Year
2016
Journal title
Bulletin of the Iranian Mathematical Society
Record number
2455999
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