Primal-Dual Interior-Point Methods for Second-Order Cone Complementarity Based on a New Class of Kernel Function

Author

Yang, Xue-Mei ; Zhao, Hua-Li ; Hu, Guo-ling

Author_Institution

Coll. of Math. & Inf. Sci., Xianyang Normal Univ., Xianyang, China

Volume

2

fYear

2010

fDate

28-31 May 2010

Firstpage

57

Lastpage

60

Abstract

In this paper we study primal-dual interior point methods (IPMs) based on a new class of kernel functions which were designed by M. El Ghami, J.B.M Melissen and C. Roos for linear optimization, we extend the functions to second-order cone complementarity (SOCCP). The complexity bound of the method is shown, and the complexity bound of small-update interior-point methods matches the best known complexity bounds obtained for these methods, the complexity bound of large-update interior-point methods is currently the best known bound for primal-dual IPMs.

Keywords

algebra; linear programming; set theory; complexity bound; kernel function; large update interior point methods; linear optimization; primal dual interior point methods; second order cone complementarity; small update interior point methods; Algebra; Algorithm design and analysis; Design optimization; Educational institutions; Equations; Information science; Iterative algorithms; Kernel; Mathematics; Meteorology; comple- xity; kernel function; primal-dual interior-point; second-order cone complementarity;

fLanguage

English

Publisher

ieee

Conference_Titel

Computational Science and Optimization (CSO), 2010 Third International Joint Conference on

Conference_Location

Huangshan, Anhui

Print_ISBN

978-1-4244-6812-6

Electronic_ISBN

978-1-4244-6813-3

Type

conf

DOI

10.1109/CSO.2010.84

Filename

5533134