A parametric kernel function with a trigonometric barrier term for second-order cone optimization

Xiyao Luo, Guangyuan Che, Fudong Chen, Qinglin Hu, Yue Zhang

Abstract


In this paper, we generalize primal-dual interior-point algorithm based on a parametric kernel function,
which was studied by M. Achache \cite{achache}, for linear optimization, to second-order cone optimization.
By using Jordan algebra, the currently best known iteration bounds for large-update methods is derived, namely,

 In this paper, we generalize a primal-dual interior-point algorithm based on a parametric kernel function, which was studied by M. Achache [1], for linear optimization, to second-order cone optimization. By using Jordan algebra, the currently best known iteration bounds for large-update methods is derived, namely,.


Keywords


Interior-point methods; Second-order cone optimization; Large-update methods; Polynomial complexity

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References


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