A globally convergent non-interior point algorithm with full Newton step for second-order cone programming
نویسندگان
چکیده
منابع مشابه
An infeasible interior-point algorithm with full Nesterov-Todd step for second-order cone programming
This paper proposes an infeasible interior-point algorithm with full Nesterov-Todd step for second-order cone programming, which is an extension of the work of Roos (SIAM J. Optim., 16(4):1110–1136, 2006). The polynomial bound coincides with that of infeasible interior-point methods for linear programming, namely, O(l log l/ε).
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ژورنال
عنوان ژورنال: Applications of Mathematics
سال: 2009
ISSN: 0862-7940,1572-9109
DOI: 10.1007/s10492-009-0029-1