A corrector–predictor path-following method for second-order cone optimization. Issue 12 (1st December 2016)

• Record Type: Journal Article
• Authors: Kheirfam, B.
• Is Part Of: International journal of computer mathematics. Volume 93:Issue 12(2016)
• Page Start: 2064
• Page End: 2078
• Publication Date: 2016-12-01
• Subjects: second-order cone optimization -- corrector–predictor method -- polynomial complexity; 90C51; Computers -- Periodicals; Numerical analysis -- Periodicals; Automation -- Periodicals; 004.0151
• DOI: 10.1080/00207160.2015.1085028
• Languages: English
• ISSNs: 0020-7160

Abstract

Abstract : In this paper, we present a corrector–predictor path-following interior-point method for second-order cone optimization (SOCO) based on a new proximity measure. The algorithm produces a sequence of iterates in a neighbourhood of the central path based on a new proximity measure. We show that the algorithm is well-defined and derive the complexity bound for the algorithm. We obtain the best-known result for SOCO. The numerical results show that the proposed algorithm is effective.