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Y.Q. Bai (yqbaistaff.shu.edu.cn) Abstract: We present a primaldual interiorpoint algorithm for secondorder conic optimization problems based on a specific class of kernel functions. This class has been investigated earlier for the case of linear optimization problems. In this paper we derive the complexity bounds $O(\sqrt{N})(\log N)\log\frac{N}{\epsilon})$ for large and $O(\sqrt{N})\log\frac{N}{\epsilon}$ for small update methods, respectively. Here $N$ denotes the number of second order cones in the problem formulation. Keywords: secondorder conic optimization, interiorpoint methods, primaldual method, large and smallupdate methods, polynomial complexity Category 1: Linear, Cone and Semidefinite Programming (SecondOrder Cone Programming ) Category 2: Linear, Cone and Semidefinite Programming Citation: Department of Mathematics, College Science, Shanghai University, Shanghai, 200436, China. Faculty of Electrical Engineering, Mathematics and Computer Science, Delft University of Technology, P.O. Box 5031, 2600 GA Delft, The Netherlands. Download: [PDF] Entry Submitted: 11/15/2004 Modify/Update this entry  
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