Optimization Online


An interior point cutting plane method for convex feasibility problem with second-order cone inequalities

Mohammad R. Oskoorouchi (moskooro***at***csusm.edu)
Jean-Louis Goffin (Jean-Louis.Goffin***at***McGill.CA)

Abstract: Convex feasibility problem in general, is a problem of finding a point in a convex set contains a full dimensional ball and is contained in a compact convex set. We assume that the outer set is described by second-order cone inequalities and propose an analytic center cutting plane technique to solve this problem. We discuss primal and dual settings simultaneously . Two complexity results are reported; the complexity of restoration procedure and complexity of the overall algorithm. We prove that an approximate analytic center is updated after adding a second-order cone cut (SOCC) in one Newton step, and that the ACCPM with SOCC is a fully polynomial approximation scheme.

Keywords: Analytic center, cutting plane algorithm, second-order cone, nondifferentiable optimization

Category 1: Convex and Nonsmooth Optimization

Citation: GERAD, Technical report, April 2003 http://public.csusm.edu/oskoorouchi/

Download: [Postscript]

Entry Submitted: 04/19/2003
Entry Accepted: 04/21/2003
Entry Last Modified: 04/19/2003

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Programming Society