针对二阶锥规划问题,给出了一种新的原始-对偶不可行内点法,利用该算法只需迭代O(槡nlnε-1)次就可找到问题的ε-近似解。该算法不要求初始点及其迭代点的可行性,只要求所有迭代点位于不可行中心路径的某个邻域内。初步的数值实验表明本算法是有效的。
A new primal-dual infeasible interior-point algorithm for second-order cone programming was presented,by which the ε-approximate solution can be obtained in O(nln(1/ε)) iterations.This algorithm requires that all iterative points are in the neighborhood of the infeasible central path,but does not require the feasibility of the initial and iterative points.Preliminary numerical results demonstrate the effectiveness of our method.