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- 한국산업응용수학회 JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS Journal of the Korean Society for Industrial and Applied Mathematics Vol.14 No.2
- 발행연도
- 2010.6
- 수록면
- 93 - 111 (19page)
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초록· 키워드
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The purpose of this paper is to obtain new complexity results for a second-order cone optimization (SOCO) problem. We define a proximity function for the SOCO by a kernel function. Furthermore we formulate an algorithm for a large-update primal-dual interior-point method (IPM) for the SOCO by using the proximity function and give its complexity analysis, and then we show that the new worst-case iteration bound for the IPM is O(q√N(logN)q+1/q log N/ε), where q?1.
목차
ABSTRACT
1. INTRODUCTION
2. PROXIMITY FUNCTIONS AND SEARCH DIRECTIONS
3. ALGORITHM AND ITS COMPLEXITY ANALYSIS
REFERENCES
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UCI(KEPA) : I410-ECN-0101-2010-410-002410225