基于简单核函数的二阶锥规划的内点法

2010 Second International Conference on Computational Intelligence and Natural Computing Pub Date : 2010-11-22 DOI:10.1109/CINC.2010.5643888

Li Dong, Jingyong Tang

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引用次数: 2

摘要

内点法是实践中最有效的方法，但具有多项式的时间复杂度。本文提出了一种基于简单核函数的二阶锥规划问题的原-对偶内点算法。我们分别导出了大更新方法和小更新方法的迭代界O(nlogε/n /n)和O(√nlogε/n /n)，它们与线性规划中的迭代界一样好。

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Interior-point method for second-order cone programming based on a simple kernel function

Interior-point methods not only are the most effective methods in practice but also have polynomial-time complexity. In this paper we present a primal-dual interiorpoint algorithm for second-order cone programming problems based on a simple kernel function. We derive the iteration bounds O(nlogε/n over n) and O(√nlogε/n over n) for large- and small-update methods, respectively, which are as good as those in the linear programming.

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2010 Second International Conference on Computational Intelligence and Natural Computing

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