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Dual Multiplicative-Barrier Methods for Linear Second-Order Cone Programming

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Optimization and Applications (OPTIMA 2019)

Part of the book series: Communications in Computer and Information Science ((CCIS,volume 1145))

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Abstract

The linear second-order cone programming problem is considered. For its solution the dual multiplicative barrier methods are proposed. The methods are generalizations on the cone programming the corresponding methods for linear programming. They belong to the class of dual affine-scaling methods and can be treated as a special way for solving the optimality conditions for primal and dual problems. The local convergence of the methods with linear rate is proved.

This work was partially supported by the Russian Foundation for Basic Research (project no. 17-07-00510) and by Program 2 of Presidium of RAS “Mechanisms for ensuring fault tolerance in modern high-performance and highly reliable computing”.

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References

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Authors and Affiliations

  1. Dorodnicyn Computing Centre, FRC “Computer Science and Control” of RAS, 40, Vavilova str., Moscow, 119333, Russia

    Vitaly Zhadan

  2. Moscow Institute of Physics and Technology (State Research University), 9 Institutskiy per., Dolgoprudny, Moscow Region, 141701, Russia

    Vitaly Zhadan

Authors
  1. Vitaly Zhadan
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Correspondence to Vitaly Zhadan .

Editor information

Editors and Affiliations

  1. University of Montenegro, Podgorica, Montenegro

    Milojica Jaćimović

  2. Krasovskii Institute of Mathematics and Mechanics, Yekaterinburg, Russia

    Michael Khachay

  3. FRC CSC RAS, Moscow, Russia

    Vlasta Malkova

  4. FRC CSC RAS, Moscow, Russia

    Mikhail Posypkin

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Zhadan, V. (2020). Dual Multiplicative-Barrier Methods for Linear Second-Order Cone Programming. In: Jaćimović, M., Khachay, M., Malkova, V., Posypkin, M. (eds) Optimization and Applications. OPTIMA 2019. Communications in Computer and Information Science, vol 1145. Springer, Cham. https://doi.org/10.1007/978-3-030-38603-0_22

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  • DOI: https://doi.org/10.1007/978-3-030-38603-0_22

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-38602-3

  • Online ISBN: 978-3-030-38603-0

  • eBook Packages: Computer ScienceComputer Science (R0)

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