Global convergence of an inexact interior-point method for convex quadratic symmetric cone programming
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Abstract:
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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Journal title
volume 42 issue 6
pages 1363- 1385
publication date 2016-12-18
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