• 1
  • 1
  • 6
  • 5
  • 6
  • 3
  • 4

“School of Mathematics”

Back to Papers Home
Back to Papers of School of Mathematics

Paper   IPM / M / 14975
School of Mathematics
  Title:   Two wide neighborhood interior-point methods for symmetric cone optimization
  Author(s):  Marzieh Sayadi Shahraki (Joint with H. Mansouri and M. Zangiabadi)
  Status:   Published
  Journal: Comput. Optim. Appl.
  Vol.:  68
  Year:  2017
  Pages:   29-55
  Supported by:  IPM
  Abstract:
In this paper,we present two primal�??dual interior-point algorithms for symmetric cone optimization problems. The algorithms produce a sequence of iterates in the wide neighborhood N(�?, β) of the central path. The convergence is shown for a commutative class of search directions, which includes the Nesterov�??Todd direction and the xs and sx directions.We derive that these two path-following algorithms have
O\br

 

r\cond(G)
 
logε−1,O\br√r\br\cond(G)1/4logε−1
iteration complexity bounds, respectively. The obtained complexity bounds are the best result in regard to the iteration complexity bound in the context of the path-following methods for symmetric cone optimization. Numerical results show that the algorithms are efficient for this kind of problems.

Download TeX format
back to top
Clients Logo
Clients Logo
Clients Logo
Clients Logo
Clients Logo
Clients Logo
Clients Logo
Clients Logo
scroll left or right