A Parametric Kernel Function Generating the best Known Iteration Bound for Large-Update Methods for CQSDO

In this paper, we propose a large-update primal-dual interior point algorithm for convex quadratic semidefiniteoptimization (CQSDO) based on a new parametric kernel function. This kernel function is a parameterized version of the kernel function introduced by M.W. Zhang (Acta Mathematica Sinica. 28:...

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Veröffentlicht in:Statistics, optimization & information computing Jg. 8; H. 4; S. 876 - 889
Hauptverfasser: Loubna, Guerra, Mohamed, Achache
Format: Journal Article
Sprache:Englisch
Veröffentlicht: 24.09.2020
ISSN:2311-004X, 2310-5070
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Abstract In this paper, we propose a large-update primal-dual interior point algorithm for convex quadratic semidefiniteoptimization (CQSDO) based on a new parametric kernel function. This kernel function is a parameterized version of the kernel function introduced by M.W. Zhang (Acta Mathematica Sinica. 28: 2313-2328, 2012) for CQSDO. The investigation according to it generating the best known iteration bound O for large-update methods. Thus improves the iteration bound obtained by Zhang for large-update methods. Finally, we present few numerical results to show the efficiency of the proposed algorithm.
AbstractList In this paper, we propose a large-update primal-dual interior point algorithm for convex quadratic semidefiniteoptimization (CQSDO) based on a new parametric kernel function. This kernel function is a parameterized version of the kernel function introduced by M.W. Zhang (Acta Mathematica Sinica. 28: 2313-2328, 2012) for CQSDO. The investigation according to it generating the best known iteration bound O for large-update methods. Thus improves the iteration bound obtained by Zhang for large-update methods. Finally, we present few numerical results to show the efficiency of the proposed algorithm.
Author Mohamed, Achache
Loubna, Guerra
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Snippet In this paper, we propose a large-update primal-dual interior point algorithm for convex quadratic semidefiniteoptimization (CQSDO) based on a new parametric...
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Title A Parametric Kernel Function Generating the best Known Iteration Bound for Large-Update Methods for CQSDO
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