| 二次锥规划的一种原-对偶不可行内点算法 |
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| 引用本文： | 迟晓妮,刘三阳.二次锥规划的一种原-对偶不可行内点算法[J].西安电子科技大学学报,2007,34(2):307-311. |
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| 作者姓名： | 迟晓妮 刘三阳 |
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| 作者单位： | (西安电子科技大学 理学院，陕西 西安 710071) |
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| 摘 要： | 为了克服内点算法中初始点是严格可行的这一缺点，给出二次锥规划的一种原-对偶不可行内点算法．基于二次锥规划的最优性条件和互补条件，定义了一个新的价值函数．当价值函数的值越小时，迭代点越靠近最优解．该算法不要求初始点及迭代点的可行性且具有Q-线性收敛速度和多项式时间复杂性．
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| 关 键 词： | 二次锥规划 不可行内点算法 Q-线性收敛 多项式时间复杂性 |
| 文章编号： | 1001-2400（2007）02-0307-05 |
| 修稿时间： | 2006-05-12 |
A primal-dual infeasible-interior-point algorithm for second-order cone programming |
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| CHI Xiao-ni,LIU San-yang.A primal-dual infeasible-interior-point algorithm for second-order cone programming[J].Journal of Xidian University,2007,34(2):307-311. |
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| Authors: | CHI Xiao-ni LIU San-yang |
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| Affiliation: | (School of Science, Xidian Univ., Xi′an 710071， China) ; |
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| Abstract: | In order to overcome the deficiency that initial points should be strictly feasible in interior point methods,a primal-dual infeasible-interior-point algorithm for the second-order cone programming(SOCP) is presented.Based on the optimality conditions and complementarity conditions for SOCP,a new merit function is defined in the algorithm.The smaller the value of the merit function is,the closer the iteration point is to the solution.Without the strict feasibility of the initial points and iteration points,the algorithm is shown to possess both polynomial-time complexity and Q-linear convergence. |
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| Keywords: | sencond-order cone programming infeasible-interior-point algorithm Q-linear convergence polynomial-time complexity |
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