A Wide Neighborhood Interior-Point Algorithm for Convex Quadratic Semidefinite Optimization
| Autor: | Hossien Mansouri, Ali Shojaeifard, Maryam Zangiabadi, Ali Nakhaei, Mohammad Pirhaji |
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| Rok vydání: | 2018 |
| Předmět: |
Class (set theory)
021103 operations research Optimization problem Computer science MathematicsofComputing_NUMERICALANALYSIS 0211 other engineering and technologies Regular polygon 010103 numerical & computational mathematics 02 engineering and technology Management Science and Operations Research 01 natural sciences Quadratic equation Polynomial complexity Convergence (routing) 0101 mathematics Algorithm Interior point method |
| Zdroj: | Journal of the Operations Research Society of China. 8:145-164 |
| ISSN: | 2194-6698 2194-668X |
| Popis: | In this paper, we propose an interior-point algorithm based on a wide neighborhood for convex quadratic semidefinite optimization problems. Using the Nesterov–Todd direction as the search direction, we prove the convergence analysis and obtain the polynomial complexity bound of the proposed algorithm. Although the algorithm belongs to the class of large-step interior-point algorithms, its complexity coincides with the best iteration bound for short-step interior-point algorithms. The algorithm is also implemented to demonstrate that it is efficient. |
| Databáze: | OpenAIRE |
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