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A New Strategy in the Complexity Analysis of an Infeasible-Interior-Point Method for Symmetric Cone Programming

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Abstract

In this paper, we give a new strategy in the complexity analysis of an infeasible-interior-point method for symmetric cone programming. Using the strategy, we improve the theoretical complexity bound of an infeasible-interior-point method. Convergence is shown for a commutative class of search directions, which includes the Nesterov–Todd direction and the \(xs\) and \(sx\) directions.

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Acknowledgments

Authors would like to thank the anonymous referees and editor for their useful comments and suggestions. Authors would also like to the supports of National Natural Science Foundation of China (NNSFC) under Grant No. 61179040 and No. 61303030 and the Scientific Research of the Higher Education Institutions of Guangxi under Grant No. ZD2014050.

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Authors and Affiliations

  1. School of Mathematics and Statistics, Xidian University, Xi’an, 710071, People’s Republic of China

    Ximei Yang & Hongwei Liu

  2. School of Mathematics and Information Science, Henan Normal University, Xinxiang, 453007, Henan, Peoples Republic of China

    Ximei Yang & Yinkui Zhang

Authors
  1. Ximei Yang
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  2. Hongwei Liu
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  3. Yinkui Zhang
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Corresponding author

Correspondence to Hongwei Liu.

Additional information

Communicated by Florian A. Potra.

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Yang, X., Liu, H. & Zhang, Y. A New Strategy in the Complexity Analysis of an Infeasible-Interior-Point Method for Symmetric Cone Programming. J Optim Theory Appl 166, 572–587 (2015). https://doi.org/10.1007/s10957-014-0670-z

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  • DOI: https://doi.org/10.1007/s10957-014-0670-z

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