Open AccessInterior-point methods for second-order cone optimization based on the generalized trigonometric barrier function
Author(s) -
Pengyang Xie,
Jing Su,
Xinyin Peng
Publication year - 2019
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1324/1/012031
Subject(s) - trigonometric functions , interior point method , trigonometry , mathematics , cone (formal languages) , function (biology) , point (geometry) , order (exchange) , second order cone programming , first order , dual cone and polar cone , mathematical optimization , dual (grammatical number) , mathematical analysis , algorithm , geometry , finance , convex optimization , evolutionary biology , regular polygon , economics , biology , art , literature
In this article, primal-dual interior-point methods (IPMs) for second-order cone optimization (SOCO) based on the generalized trigonometric barrier function are studied. Furthermore, we derive the iteration bounds of large- and small-update IPMs for SOCO.