迟晓妮; 刘三阳
Chi Xiaoni; Liu Sanyang
摘要:
A globally convergent infeasible-interior-point predictor-corrector algorithm is presented for the second-order cone programming (SOCP) by using the Alizadeh--Haeberly--Overton (AHO) search direction. This algorithm does not require the feasibility of the initial points and iteration points. Under suitable assumptions, it is shown that the algorithm can find an ε-approximate solution of an SOCP in at most O(\sqrt{n}\ln(ε0/ε)) iterations. The iteration-complexity bound of our algorithm is almost the same as the best known bound of feasible interior point algorithms for the SOCP.
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