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Title
A new infeasible interior-point method based on a non-coercive kernel function with improved centering steps for second-order cone optimization
Type of Research Article
Keywords
Full Nesterov-Todd step; Infeasible interior-point method; Polynomial complexity; Second-order cone optimization.
Abstract
In this article, we present a new full Nesterov-Todd step infeasible interior-point method for second-order cone optimization based on a non-coercive kernel function. The main iteration consists of a so-called feasibility step and one centering step, whereas the earlier versions, in [4, 21], needed two additional centering steps. We use a kernel function to induce the feasibility step. The new algorithm reduces the searching steps in each iteration and tenders an interesting analysis for complexity bound.
Researchers Behrouz Kheirfam (First Researcher)