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Primal-Dual Interior-Point Methods for Second-Order Cone Complementarity Based on a New Class of Kernel Function

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3 Author(s)
Xue-mei Yang ; Coll. of Math. & Inf. Sci., Xianyang Normal Univ., Xianyang, China ; Hua-li Zhao ; Guo-ling Hu

In this paper we study primal-dual interior point methods (IPMs) based on a new class of kernel functions which were designed by M. El Ghami, J.B.M Melissen and C. Roos for linear optimization, we extend the functions to second-order cone complementarity (SOCCP). The complexity bound of the method is shown, and the complexity bound of small-update interior-point methods matches the best known complexity bounds obtained for these methods, the complexity bound of large-update interior-point methods is currently the best known bound for primal-dual IPMs.

Published in:

Computational Science and Optimization (CSO), 2010 Third International Joint Conference on  (Volume:2 )

Date of Conference:

28-31 May 2010