scholarly journals New complexity analysis of full Nesterov-Todd step infeasible interior point method for second-order cone optimization

2018 ◽  
Vol 28 (1) ◽  
pp. 21-38
Author(s):  
Behrouz Kheirfam

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.

2016 ◽  
Vol 09 (03) ◽  
pp. 1650059 ◽  
Author(s):  
Behrouz Kheirfam

In this paper an improved and modified version of full Nesterov–Todd step infeasible interior-point methods for symmetric optimization published in [A new infeasible interior-point method based on Darvay’s technique for symmetric optimization, Ann. Oper. Res. 211(1) (2013) 209–224; G. Gu, M. Zangiabadi and C. Roos, Full Nesterov–Todd step infeasible interior-point method for symmetric optimization, European J. Oper. Res. 214(3) (2011) 473–484; Simplified analysis of a full Nesterov–Todd step infeasible interior-point method for symmetric optimization, Asian-Eur. J. Math. 8(4) (2015) 1550071, 14 pp.] is considered. Each main iteration of our algorithm consisted of only a feasibility step, whereas in the earlier versions each iteration is composed of one feasibility step and several — at most three — centering steps. The algorithm finds an [Formula: see text]-solution of the underlying problem in polynomial-time and its iteration bound improves the earlier bounds factor from [Formula: see text] and [Formula: see text] to [Formula: see text]. Moreover, our method unifies the analysis for linear optimization, second-order cone optimization and semidefinite optimization.


2015 ◽  
Vol 08 (04) ◽  
pp. 1550071 ◽  
Author(s):  
Behrouz Kheirfam

We give a simplified analysis and an improved iteration bound of a full Nesterov–Todd (NT) step infeasible interior-point method for solving symmetric optimization. This method shares the features as, it (i) requires strictly feasible iterates on the central path of a perturbed problem, (ii) uses the feasibility steps to find strictly feasible iterates for the next perturbed problem, (iii) uses the centering steps to obtain a strictly feasible iterate close enough to the central path of the new perturbed problem, and (iv) reduces the size of the residual vectors with the same speed as the duality gap. Furthermore, the complexity bound coincides with the currently best-known iteration bound for full NT step infeasible interior-point methods.


2020 ◽  
Vol 177 (2) ◽  
pp. 141-156
Author(s):  
Behrouz Kheirfam

In this paper, we propose a Mizuno-Todd-Ye type predictor-corrector infeasible interior-point method for linear optimization based on a wide neighborhood of the central path. According to Ai-Zhang’s original idea, we use two directions of distinct and orthogonal corresponding to the negative and positive parts of the right side vector of the centering equation of the central path. In the predictor stage, the step size along the corresponded infeasible directions to the negative part is chosen. In the corrector stage by modifying the positive directions system a full-Newton step is removed. We show that, in addition to the predictor step, our method reduces the duality gap in the corrector step and this can be a prominent feature of our method. We prove that the iteration complexity of the new algorithm is 𝒪(n log ɛ−1), which coincides with the best known complexity result for infeasible interior-point methods, where ɛ > 0 is the required precision. Due to the positive direction new system, we improve the theoretical complexity bound for this kind of infeasible interior-point method [1] by a factor of n . Numerical results are also provided to demonstrate the performance of the proposed algorithm.


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