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A New Infeasible-Interior-Point Algorithm Based on Wide Neighborhoods for Symmetric Cone Programming

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Abstract

In this paper, we present an infeasible-interior-point algorithm, based on a new wide neighborhood for symmetric cone programming. We treat the classical Newton direction as the sum of two other directions, and equip them with different step sizes. We prove the complexity bound of the new algorithm for the Nesterov-Todd (NT) direction, and the xs and sx directions. The complexity bounds obtained here are the same as small neighborhood infeasible-interior-point algorithms over symmetric cones.

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Authors and Affiliations

  1. Department of Applied Mathematics, Henan University of Science and Technology, Luoyang, 471023, Henan, China

    Chang-He Liu, Dan Wu & You-Lin Shang

Authors
  1. Chang-He Liu
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  2. Dan Wu
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  3. You-Lin Shang
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Corresponding author

Correspondence to You-Lin Shang.

Additional information

This work was partially supported by the National Natural Science Foundation of China (Nos. 11471102, 11426091, and 61179040), the Natural Science Foundation of Henan University of Science and Technology (No. 2014QN039) and Key Basic Research Foundation of the Higher Education Institutions of Henan Province (No. 16A110012).

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Liu, CH., Wu, D. & Shang, YL. A New Infeasible-Interior-Point Algorithm Based on Wide Neighborhoods for Symmetric Cone Programming. J. Oper. Res. Soc. China 4, 147–165 (2016). https://doi.org/10.1007/s40305-016-0118-2

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  • DOI: https://doi.org/10.1007/s40305-016-0118-2

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