• 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