Primal-Dual Interior-Point Methods for Second-order Cone Complementarity Based on a New Class of Kernel Function

摘要：

In this paper we study primal-dual interior point methods (IPMs) based on a new class of kernel functions which were designed by M. El Ghami, J.B.M Melissen and C. Roos for linear optimization, we extend the functions to second-order cone complementarity(SOCCP).The complexity bound of the method is shown, and the complexity bound of smallupdate interior-point methods matches the best known complexity bounds obtained for these methods, the complexity bound of large-update interior-point methods is currently the best known bound for primaldual IPMs.

关键词： kernel Junction primal-dual interior-point complexity second-order cone complementarity

作者: Xue-mei Yang Hua-li Zhao Guo-ling Hu

作者单位: College of Mathematics and Information Science Xianyang Normal University Xianyang,712000,China Xianyang Meteorological Bureau of Shaanxi Province Xianyang,712000,China

会议类型: 国际会议

会议名称: The Third International Joint Conference on Computational Science and Optimization(第三届计算科学与优化国际大会 CSO 2010)

会议地点: 黄山

会议语种:英文

页码: 57-60

在线出版日期: 2010-05-28（万方平台首次上网日期，不代表论文的发表时间）