Based on the ideas of infeasible interior-point methods and predictor-corrector algorithms,two interior-point predictor-corrector algorithms for the second-order cone programming(SOCP) are presented.The two algorithms use the Newton direction and the Euler direction as the predictor directions,respectively.The corrector directions belong to the category of the Alizadeh-Haeberly-Overton(AHO) directions.These algorithms are suitable to the cases of feasible and infeasible interior iterative points.A simpler neighborhood of the central path for the SOCP is proposed,which is the pivotal difference from other interior-point predictor-corrector algorithms.Under some assumptions,the algorithms possess the global,linear,and quadratic convergence.The complexity bound O(rln(ε0/ε)) is obtained,where r denotes the number of the second-order cones in the SOCP problem.The numerical results show that the proposed algorithms are effective.
选择合适的核函数对设计求解线性规划与半正定规划的原始对偶内点算法以及复杂性分析都十分重要.Bai等针对线性规划提出三种核函数,并给出求解线性规划的大步迭代复杂界,但未给出数值算例验证算法的实际效果(Bai Y Q,Xie W,Zhang J.New parameterizedkernel functions for linear optimization.J Global Optim,2012.DOI 10.1007/s10898-012-9934-z).基于这三种核函数设计了新的求解半正定规划问题的原始对偶内点算法.进一步分析了算法关于大步方法的计算复杂性界,同时通过数值算例验证了算法的有效性和核函数所带参数对计算复杂性的影响.
