A New Infeasible-Interior-Point Algorithm Based on Wide Neighborhoods for Symmetric Cone Programming  

作　　者：Chang-He Liu Dan Wu You-Lin Shang 

机构地区：[1]Department of Applied Mathematics,Henan University of Science and Technology,Luoyang 471023,Henan,China

出　　处：《Journal of the Operations Research Society of China》2016年第2期147-165,共19页中国运筹学会会刊（英文）

基　　金：the National Natural Science Foundation of China(Nos.11471102,11426091,and 61179040);the Natural Science Foundation of Henan University of Science and Technology(No.2014QN039);Key Basic Research Foundation of the Higher Education Institutions of Henan Province(No.16A110012).

摘　　要：In this paper,we present an infeasible-interior-point algorithm,based on a new wide neighborhood for symmetric cone programming.We treat the classical Newton direction as the sum of two other directions,and equip them with different step sizes.We prove the complexity bound of the new algorithm for the Nesterov-Todd(NT)direction,and the xs and sx directions.The complexity bounds obtained here are the same as small neighborhood infeasible-interior-point algorithms over symmetric cones.

关 键 词：Infeasible-interior-point algorithm Wide neighborhood Symmetric cone programming Euclidean Jordan algebra Polynomial complexity 

分 类 号：O17[理学—数学]