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An Inexact Infeasibleinteriorpoint Algorithm for Secondorder Cone Programming

CHI Xiao ni, LIU Sanyang, ZHANG Xiao wei   

  1. Department of Mathematical Sciences, Xidian University, Xi’an 710071, China
  • Received:2006-11-07 Revised:1900-01-01 Online:2007-09-26 Published:2007-09-26
  • Contact: LIU Sanyang

Abstract: A primaldual inexact infeasibleinteriorpoint algorithm is presented for solving the secondorder cone programming problems. By means of introducing an infeasible neighborhood, the algorithm allows the use of inexact search directions and does not require iteration points to be within the sets of strictly feasible solutions. Then the proposed algorithm is shown to be global convergent.

Key words: secondorder cone programming, infeasibleinteriorpoint algorithm, inexact search direction

CLC Number: 

  • O221.2