Convergence Analysis of an Infeasible Interior Point Method for Second-order Cone Programming

摘要：

In this paper, a primal-dual inexact infeasible interior point method is presented for solving thesecond-order cone programming (SOCP). This method does not require the feasibility of the iteration pointsand allows the use of inexact search directions. The closer the iterate is to the solution, the more accurate thesearch direction. The search directions still may be inexact even if the iterates happen to be primal feasible.Then the method is shown to possess global convergence.

关键词： second-order cone programming infeasible interior point method inezact search direction

作者: Xiaoni Chi Sanyang Liu Suobin Zhang

作者单位: College of Mathematics and Information Science, Huanggang Normal University,Huangzhou 438000, Hubei, Department of Mathematical Sciences, Xidian University, Xian 710071, China

会议类型: 国际会议

会议名称: The Third International Workshop on Applied Matriz Theory(第三届国际矩阵分析与应用会议)

会议地点: 杭州

会议语种:英文

页码: 354-359

在线出版日期: 2009-07-09（万方平台首次上网日期，不代表论文的发表时间）