Complexity analysis of primal-dual interior-point methods for convex quadratic programming based on a new twice parameterized kernel function

Message:
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:
In this paper, we present primal-dual interior-point methods (IPMs) for convex quadratic programming (CQP) based on a new twice parameterized kernel function (KF) with a hyperbolic barrier term.  To our knowledge, this is the first KF with a twice parameterized hyperbolic barrier term. By using some conditions and simple analysis, we derive the currently best-known iteration bounds for large- and small-update methods, namely, $\textbf{O}\big(\sqrt{n}\log n\log\frac{n}{\epsilon}\big)$ and $\textbf{O}\big(\sqrt{n}\log\frac{n}{\epsilon}\big)$, respectively, with  special choices of the parameters. Finally, some numerical results regarding the practical performance of the new proposed KF are reported.
Language:
English
Published:
Journal of Mathematical Modeling, Volume:12 Issue: 2, Spring 2024
Pages:
247 to 265
https://www.magiran.com/p2738437