مشخصات پژوهش

صفحه نخست /A Modified and Simplified ...
عنوان
A Modified and Simplified Full Nesterov–Todd Step O(N) Infeasible Interior-Point Method for Second-Order Cone Optimization
نوع پژوهش مقاله چاپ شده
کلیدواژه‌ها
Second-order cone optimization · Infeasible interior-point method · Primal-dual method · Polynomial complexity
چکیده
We present a modified and simplified version of an infeasible interior-point method for second-order cone optimization published in 2013 (Zangiabadi et al. in J Optim Theory Appl, 2013). In the earlier version, each iteration consisted of one socalled feasibility step and a few centering steps. Here, each iteration consists of only a feasibility step. Thus, the new algorithm improves the number of iterations and the improvement is due to a lemma which gives an upper bound for the proximity after the feasibility step. The complexity result coincides with the best-known iteration bound for infeasible interior-point methods.
پژوهشگران بهروز خیرفام (نفر اول)