Title: Predictor-corrector Interior-point Algorithm for Second-order Cone Programming
Abstract: A predictor-corrector interior-point algorithm for second-order cone programming is proposed.The duality gap has a large reduction by enlarging the neighborhood of the central path twice in the predictor step.A modified Newton direction is applied in the corrector step,which makes the method not only replace the iterative points in a smaller neighborhood but also reduce the duality gap by a constant.It is proved that the e-approximate solution can be obtained in O(nln(xT0s0/e)) iterations.
Publication Year: 2011
Publication Date: 2011-01-01
Language: en
Type: article
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