نتایج جستجو برای: convex quadratic symmetric cone programming‎

تعداد نتایج: 529050  

‎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 programmin...

Journal: :bulletin of the iranian mathematical society 0
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.

‎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 programmin...

2008
CHEK BENG CHUA

Euclidean Jordan-algebra is a commonly used tool in designing interiorpoint algorithms for symmetric cone programs. T -algebra, on the other hand, has rarely been used in symmetric cone programming. In this paper, we use both algebraic characterizations of symmetric cones to extend the target-following framework of linear programming to symmetric cone programming. Within this framework, we desi...

1999
Raphael A. Hauser

The theory of self-scaled conic programming provides a uniied framework for the theories of linear programming, semideenite programming and convex quadratic programming with convex quadratic constraints. Nesterov and Todd's concept of self-scaled barrier functionals allows the exploitation of algebraic and geometric properties of symmetric cones in certain variants of the barrier method applied...

2014
G. J. MYKLEBUST LEVENT TUNÇEL

We propose and analyse primal-dual interior-point algorithms for convex optimization problems in conic form. The families of algorithms whose iteration complexity we analyse are so-called short-step algorithms. Our iteration complexity bounds match the current best iteration complexity bounds for primal-dual symmetric interior-point algorithm of Nesterov and Todd, for symmetric cone programming...

Journal: :journal of mathematical modeling 0
el amir djeffal department of mathematics, university of batna 2, batna, algeria lakhdar djeffal department of mathematics, university of batna 2, batna, algeria

in this paper, we deal to obtain some new complexity results for solving semidefinite optimization (sdo) problem by interior-point methods (ipms). we define a new proximity function for the sdo by a new kernel function. furthermore we formulate an algorithm for a primal dual interior-point method (ipm) for the sdo by using the proximity function and give its complexity analysis, and then we sho...

2014
Lulu Zhao Guang Liang Huijie Liu

In this paper, an improved robust minimum variance beamformer against direction of arrival (DOA) mismatch and finite sample effect is proposed. Multiple inequality magnitude constraints are imposed to broaden the main lobe of beampattern. The conjugate symmetric structure of the optimal weight is utilized to transform the non-convex inequality magnitude constraints into convex ones. A quadratic...

Journal: :Foundations of Computational Mathematics 2007
Chek Beng Chua

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 ...

Journal: :SIAM Journal on Optimization 1998
Yurii Nesterov Michael J. Todd

In this paper we continue the development of a theoretical foundation for efficient primal-dual interior-point algorithms for convex programming problems expressed in conic form, when the cone and its associated barrier are self-scaled (see [NT97]). The class of problems under consideration includes linear programming, semidefinite programming and convex quadratically constrained quadratic prog...

2013
CHEK BENG CHUA HUILING LIN

We present an inexact bundle method for minimizing an unconstrained convex sup-function with an open domain. Under some mild assumptions, we reformulate a convex conic programming problem as such problem in terms of the support function. This method is a first-order method, hence it requires much less computational cost in each iteration than second-order approaches such as interior-point metho...

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