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典型文献
Novel Kernel Function With a Hyperbolic Barrier Term to Primal-dual Interior Point Algorithm for SDP Problems
文献摘要:
In this paper,we introduce for the first time a new eligible kernel function with a hyperbolic barrier term for semidefinite programming(SDP).This add a new type of functions to the class of eligible kernel functions.We prove that the interior-point algorithm based on the new kernel function meets O(n3/4 log n/ε)iterations as the worst case complexity bound for the large-update method.This coincides with the complexity bound obtained by the first kernel function with a trigonometric barrier term proposed by El Ghami et al.in 2012,and improves with a factor n1/4 the obtained iteration bound based on the classic kernel function.We present some numerical simulations which show the effectiveness of the algorithm developed in this paper.
文献关键词:
作者姓名:
Imene TOUIL;Wided CHIKOUCHE
作者机构:
LMPA,Mohammed Seddik Ben Yahia University,Jijel 18000,Algeria
引用格式:
[1]Imene TOUIL;Wided CHIKOUCHE-.Novel Kernel Function With a Hyperbolic Barrier Term to Primal-dual Interior Point Algorithm for SDP Problems)[J].应用数学学报(英文版),2022(01):44-67
A类:
Primal,Ghami
B类:
Novel,Kernel,Function,With,Hyperbolic,Barrier,Term,dual,Interior,Point,Algorithm,SDP,Problems,this,paper,we,introduce,first,new,eligible,kernel,hyperbolic,barrier,term,semidefinite,programming,This,add,type,functions,We,that,interior,point,algorithm,meets,n3,log,iterations,worst,case,complexity,bound,large,update,method,coincides,obtained,by,trigonometric,proposed,El,improves,n1,classic,present,some,numerical,simulations,which,show,effectiveness,developed
AB值:
0.566179
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