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Primal-dual path-following algorithms for circular programming | ||
| Communications in Combinatorics and Optimization | ||
| مقاله 1، دوره 2، شماره 2، آذر 2017، صفحه 65-85 اصل مقاله (533.33 K) | ||
| نوع مقاله: Original paper | ||
| شناسه دیجیتال (DOI): 10.22049/cco.2017.25865.1051 | ||
| نویسندگان | ||
| Baha Alzalg* 1؛ Mohammad Pirhaji2 | ||
| 1The University of Jordan | ||
| 2Shahrekord University | ||
| چکیده | ||
| Circular programming problems are a new class of convex optimization problems that include second-order cone programming problems as a special case. Alizadeh and Goldfarb [Math. Program. Ser. A 95 (2003) 3-51] introduced primal-dual path-following algorithms for solving second-order cone programming problems. In this paper, we generalize their work by using the machinery of Euclidean Jordan algebras associated with the circular cones to derive primal-dual path-following interior point algorithms for circular programming problems. We prove polynomial convergence of the proposed algorithms by showing that the circular logarithmic barrier is a strongly self-concordant barrier. The numerical examples show the path-following algorithms are simple and efficient. | ||
| کلیدواژهها | ||
| Circular cone programming؛ Interior point methods؛ Euclidean Jordan algebra؛ Self-concordance | ||
| مراجع | ||
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