Acta mathematica scientia, Series B >
AN INFEASIBLE-INTERIOR-POINT PREDICTOR-CORRECTOR ALGORITHM FOR THE SECOND-ORDER CONE PROGRAM
Received date: 2006-01-04
Revised date: 2006-12-31
Online published: 2008-07-20
A globally convergent infeasible-interior-point predictor-corrector algorithm is presented for the second-order cone programming (SOCP) by using the Alizadeh--Haeberly--Overton (AHO) search direction. This algorithm does not require the feasibility of the initial points and iteration points. Under suitable assumptions, it is shown that the algorithm can find an ε-approximate solution of an SOCP in at most O(\sqrt{n}\ln(ε0/ε)) iterations. The iteration-complexity bound of our algorithm is almost the same as the best known bound of feasible interior point algorithms for the SOCP.
Chi Xiaoni , Liu Sanyang . AN INFEASIBLE-INTERIOR-POINT PREDICTOR-CORRECTOR ALGORITHM FOR THE SECOND-ORDER CONE PROGRAM[J]. Acta mathematica scientia, Series B, 2008 , 28(3) : 551 -559 . DOI: 10.1016/S0252-9602(08)60058-2
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