global convergence of an inexact interior-point method for convex quadratic‎ ‎symmetric cone programming‎

نویسندگان

m. pirhaji

department of applied mathematics‎, ‎faculty of‎ ‎mathematical sciences‎, ‎shahrekord university‎, ‎p.o‎. ‎box 115‎, ‎shahrekord‎, ‎iran. h. mansouri

department of applied mathematics‎, ‎faculty of‎ ‎mathematical sciences‎, ‎shahrekord university‎, ‎p.o‎. ‎box 115‎, ‎shahrekord‎, ‎iran. m. zangiabadi

department of applied mathematics‎, ‎faculty of ‎mathematical sciences‎, ‎shahrekord university‎, ‎p.o‎. ‎box 115‎, ‎shahrekord‎, ‎iran.

چکیده

‎in this paper‎, ‎we propose a feasible interior-point method for‎ ‎convex quadratic programming over symmetric cones‎. ‎the proposed algorithm relaxes the‎ ‎accuracy requirements in the solution of the newton equation system‎, ‎by using an inexact newton direction‎. ‎furthermore‎, ‎we obtain an‎ ‎acceptable level of error in the inexact algorithm on convex‎ ‎quadratic symmetric cone programming (cqscp)‎. ‎we also prove that the iteration‎ ‎bound for the feasible short-step method is‎ ‎$o(sqrt{n}logfrac{1}{varepsilon})$‎, ‎and‎ ‎$o(nlogfrac{1}{varepsilon})$ for the large-step method which coincide with the currently best‎ ‎known iteration bounds for cqscps.

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bulletin of the iranian mathematical society

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