A new Primal-Dual Interior-Point Algorithm for Second-Order Cone Optimization∗
نویسندگان
چکیده
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 second order cones in the problem formulation.
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