A logarithmic barrier interior-point method based on majorant functions for second-order cone programming
Abstract: We present a logarithmic barrier interior-point method for solving a second-order cone programming problem. Newton's method is used to compute the descent direction, and majorant functions are used as an efficient alternative to line search methods to determine the displacement step along the direction. The efficiency of our method is shown by presenting numerical experiments.
Keywords: Second order cone programming, interior-point methods, logarithmic barrier methods, majorant functions, Jordan algebras.
Category 1: Linear, Cone and Semidefinite Programming (Second-Order Cone Programming )
Citation: The University of Jordan, June 1, 2017
Entry Submitted: 06/01/2017
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