AN INFEASIBLE-INTERIOR-POINT PREDICTOR-CORRECTOR ALGORITHM FOR THE SECOND-ORDER CONE PROGRAM

• Published in: Acta mathematica scientia Vol. 28; no. 3; pp. 551 - 559
• Main Author: 迟晓妮 刘三阳
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 01.07.2008; Department of Mathematical Sciences, Xidian University, Xi 'an 710071, China
• Subjects: 65K05; 90C25; 90C30; global convergence; infeasible-interior-point algorithm; predictor-corrector algorithm; Second-order cone programming; 二阶锥面设计; 全局收敛; 内点算法; 数学物理方法; infeasible-interior-point algorithm; predictor-corrector algorithm; 90C30; 65K05; 90C25; global convergence; Second-order cone programming
• ISSN: 0252-9602; 1572-9087
• DOI: 10.1016/S0252-9602(08)60058-2

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 -approximate solution of an SOCP in at most O（√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.