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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
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