The Primal-Dual Second-Order Cone Approximations Algorithm for Symmetric Cone Programming
نویسندگان
چکیده
منابع مشابه
The Primal-Dual Second-Order Cone Approximations Algorithm for Symmetric Cone Programming
This paper presents the new concept of second-order cone approximations for convex conic programming. Given any open convex cone K, a logarithmically homogeneous self-concordant barrier for K and any positive real number r ≤ 1, we associate, with each direction x ∈ K, a second-order cone K̂r(x) containing K. We show that K is the intersection of the second-order cones K̂r(x), as x ranges through ...
متن کاملA Polynomial Primal-Dual Path-Following Algorithm for Second-order Cone Programming
Second-order cone programming (SOCP) is the problem of minimizing linear objective function over cross-section of second-order cones and an a ne space. Recently this problem gets more attention because of its various important applications including quadratically constrained convex quadratic programming. In this paper we deal with a primal-dual path-following algorithm for SOCP to show many of ...
متن کاملSecond-order cone programming
Second-order cone programming (SOCP) problems are convex optimization problems in which a linear function is minimized over the intersection of an affine linear manifold with the Cartesian product of second-order (Lorentz) cones. Linear programs, convex quadratic programs and quadratically constrained convex quadratic programs can all be formulated as SOCP problems, as can many other problems t...
متن کاملDuality for second-order symmetric multiobjective programming with cone constraints
In this paper, a new pair of Mond-Weir type multiobjective second-order symmetric dual models with cone constraints is formulated in which the objective function is optimised with respect to an arbitrary closed convex cone. Usual duality relations are further established under K-η-bonvexity/second-order symmetric dual K-H-convexity assumptions. A nontrivial example has also been illustrated to ...
متن کاملA new Primal-Dual Interior-Point Algorithm for Second-Order Cone Optimization∗
We present a primal-dual interior-point algorithm for second-order conic optimization problems based on a specific class of kernel functions. This class has been investigated earlier for the case of linear optimization problems. In this paper we derive the complexity bounds O( √ N (logN) log N ) for largeand O( √ N log N ) for smallupdate methods, respectively. Here N denotes the number of seco...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Foundations of Computational Mathematics
سال: 2007
ISSN: 1615-3375,1615-3383
DOI: 10.1007/s10208-004-0149-7