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An infeasible interior point algorithm for the second-order cone programming. (Chinese. English summary) Zbl 1164.90383
Summary: An infeasible interior point algorithm for the second-order cone programming is presented. It is shown that this algorithm is a polynomial-time algorithm which can find an $$\varepsilon$$-approximate solution in $$O (\sqrt n\ln\varepsilon^{-1})$$ iterations. The iteration complexity bound is the same as that of the feasible interior point methods available.
MSC:
 90C25 Convex programming 90C30 Nonlinear programming 65K05 Numerical mathematical programming methods