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
Link To Document :
بازگشت