DocumentCode :
3730473
Title :
On extending kernel-based interior point algorithms for linear programming to convex quadratic second-order cone programming
Author :
Yanfang Li; Xibo Duan; Jia Gu
Author_Institution :
Department of Basic Education, Shandong College Of Electonic Technology, Jinan 250200, China
fYear :
2015
Firstpage :
914
Lastpage :
919
Abstract :
In this article, we extend kernel-based interior point algorithms for linear programming to convex quadratic programming overs second-order cones. By means of Jordan algebras, we establish the iteration complexity for long- and short-step interior-point methods, namely, O(3√(N2) log N/ε ) and O(√N log N/ε), respectively. These results coincide with the ones obtained in the linear programming case.
Keywords :
"Complexity theory","Kernel","Linear programming","Quadratic programming","Programming","Newton method"
Publisher :
ieee
Conference_Titel :
Fuzzy Systems and Knowledge Discovery (FSKD), 2015 12th International Conference on
Type :
conf
DOI :
10.1109/FSKD.2015.7382065
Filename :
7382065
Link To Document :
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