New complexity analysis of full Nesterov-Todd step infeasible interior-point method for second-order cone optimization

  • Behrouz Kheirfam Azarbaijan Shahid Madani University

Abstract

We present a full Nesterov-Todd (NT) step infeasible interior-point
algorithm for second-order cone optimization based on an adaptive of
search directions. In each iteration of the algorithm we use the
largest possible barrier parameter value $\theta$. The value
$\theta$ varies from iteration to iteration and it lies between the
two values $\frac{1}{7N}$ and $\frac{1}{6.2N}$. Moreover, Each main
iteration of the algorithm consists of a feasibility step and some
centering steps, which the feasibility step differs from the
feasibility step of the existing methods. We derive the complexity
bound which coincides with the best known bound for infeasible
interior point methods.

Published
Jun 22, 2017
How to Cite
KHEIRFAM, Behrouz. New complexity analysis of full Nesterov-Todd step infeasible interior-point method for second-order cone optimization. Yugoslav Journal of Operations Research, [S.l.], june 2017. ISSN 2334-6043. Available at: <http://yujor.fon.bg.ac.rs/index.php/yujor/article/view/82>. Date accessed: 16 dec. 2017.
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Articles