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A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for linear programming over symmetric cones

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العنوان: A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for linear programming over symmetric cones
المؤلفون: Yinkui Zhang, Hongwei Liu, Ximei Yang, Yonggang Pei
المصدر: Numerical Algorithms. 72:915-936
بيانات النشر: Springer Science and Business Media LLC, 2015.
سنة النشر: 2015
مصطلحات موضوعية: Predictor–corrector method, Class (set theory), 021103 operations research, Jordan algebra, Linear programming, Applied Mathematics, Numerical analysis, 0211 other engineering and technologies, 010103 numerical & computational mathematics, 02 engineering and technology, 01 natural sciences, Combinatorics, Theory of computation, 0101 mathematics, Commutative property, Interior point method, Mathematics
الوصف: We propose a Mizuno---Todd---Ye predictor-corrector infeasible-interior-point method for linear programming over symmetric cones by using a wide neighborhood. In the corrector step, we adopt a special strategy, which can ensure the existence of a step size to keep every iteration in the given small neighborhood. By using an elegant analysis, we obtain the iteration bounds for a commutative class of directions. In particular, the iteration bound is źź(rlogźź1)$\mathcal {O}(r\log \varepsilon ^{-1})$ for the Nesterov-Todd search direction, and źź(r3/2logźź1)$\mathcal {O}(r^{3/2}\log \varepsilon ^{-1})$ for the xs and sx search direction. To our knowledge, the obtained iteration bounds match the currently best known iteration bounds for infeasible-interior-point method. Some preliminary numerical results are provided as well.
تدمد: 1572-9265
1017-1398
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::595a92e73aeb126c27b91e043d6e3233
https://doi.org/10.1007/s11075-015-0074-7
حقوق: CLOSED
رقم الأكسشن: edsair.doi...........595a92e73aeb126c27b91e043d6e3233
قاعدة البيانات: OpenAIRE
الوصف
تدمد:15729265
10171398