New complexity analysis of full Nesterov-Todd step infeasible interior point method for second-order cone optimization
Keyword(s):
We present a full Nesterov-Todd (NT) step infeasible interior-point algorithm for second-order cone optimization based on a different way to calculate feasibility direction. In each iteration of the algorithm we use the largest possible barrier parameter value ?. Moreover, each main iteration of the algorithm consists of a feasibility step and a few centering steps. The feasibility step differs from the feasibility step of the other existing methods. We derive the complexity bound which coincides with the best known bound for infeasible interior point methods.
2017 ◽
Vol 6
(2)
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pp. 301-315
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2016 ◽
Vol 09
(03)
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pp. 1650059
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2015 ◽
Vol 36
(10)
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pp. 1322-1338
2015 ◽
Vol 08
(04)
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pp. 1550071
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2013 ◽
Vol 158
(3)
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pp. 816-858
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2006 ◽
Vol 181
(1)
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pp. 563-578
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Keyword(s):
2002 ◽
Vol 17
(6)
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pp. 1105-1154
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