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国家自然科学基金(s71061002)

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发文基金:国家自然科学基金广西壮族自治区自然科学基金更多>>
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Two new predictor-corrector algorithms for second-order cone programming被引量:1
2011年
Based on the ideas of infeasible interior-point methods and predictor-corrector algorithms, two interior-point predictor-corrector algorithms for the second-order cone programming (SOCP) are presented. The two algorithms use the Newton direction and the Euler direction as the predictor directions, respectively. The corrector directions belong to the category of the Alizadeh-Haeberly-Overton (AHO) directions. These algorithms are suitable to the cases of feasible and infeasible interior iterative points. A simpler neighborhood of the central path for the SOCP is proposed, which is the pivotal difference from other interior-point predictor-corrector algorithms. Under some assumptions, the algorithms possess the global, linear, and quadratic convergence. The complexity bound O(rln(εo/ε)) is obtained, where r denotes the number of the second-order cones in the SOCP problem. The numerical results show that the proposed algorithms are effective.
曾友芳白延琴简金宝唐春明
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