A primal–dual interior point method for a novel type-2 second order cone optimization
In this paper, we define a new, special second order cone as a type-k second order cone. We focus on the case of k=2, which can be viewed as a second order conic optimization (SOCO) problem with an additional complicating variable. For this new problem, we develop the necessary prerequisites, based...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Elsevier
2021-09-01
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| Series: | Results in Control and Optimization |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2666720721000254 |
| _version_ | 1819132584554135552 |
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| author | Md Sarowar Morshed Chrysafis Vogiatzis Md. Noor-E-Alam |
| author_facet | Md Sarowar Morshed Chrysafis Vogiatzis Md. Noor-E-Alam |
| author_sort | Md Sarowar Morshed |
| collection | DOAJ |
| description | In this paper, we define a new, special second order cone as a type-k second order cone. We focus on the case of k=2, which can be viewed as a second order conic optimization (SOCO) problem with an additional complicating variable. For this new problem, we develop the necessary prerequisites, based on previous work for traditional SOCO problem. We then develop a primal–dual interior point algorithm for solving a type-2 second order conic optimization problem, based on a family of kernel functions suitable for this type-2 SOCO. We finally derive a new iteration bound for our framework. |
| first_indexed | 2024-12-22T09:33:44Z |
| format | Article |
| id | doaj.art-1e3a6d9de9aa405d8446bc68f121a3de |
| institution | Directory Open Access Journal |
| issn | 2666-7207 |
| language | English |
| last_indexed | 2024-12-22T09:33:44Z |
| publishDate | 2021-09-01 |
| publisher | Elsevier |
| record_format | Article |
| series | Results in Control and Optimization |
| spelling | doaj.art-1e3a6d9de9aa405d8446bc68f121a3de2022-12-21T18:30:53ZengElsevierResults in Control and Optimization2666-72072021-09-014100042A primal–dual interior point method for a novel type-2 second order cone optimizationMd Sarowar Morshed0Chrysafis Vogiatzis1Md. Noor-E-Alam2Department of Mechanical and Industrial Engineering, Northeastern University, 360 Huntington Avenue, Boston, MA 02115, USADepartment of Industrial & Enterprise Systems Engineering, University of Illinois at Urbana-Champaign, Urbana, IL 61801, USADepartment of Mechanical and Industrial Engineering, Northeastern University, 360 Huntington Avenue, Boston, MA 02115, USA; Corresponding author.In this paper, we define a new, special second order cone as a type-k second order cone. We focus on the case of k=2, which can be viewed as a second order conic optimization (SOCO) problem with an additional complicating variable. For this new problem, we develop the necessary prerequisites, based on previous work for traditional SOCO problem. We then develop a primal–dual interior point algorithm for solving a type-2 second order conic optimization problem, based on a family of kernel functions suitable for this type-2 SOCO. We finally derive a new iteration bound for our framework.http://www.sciencedirect.com/science/article/pii/S2666720721000254Second order cone optimizationInterior point methodsPrimal–dual methodsKernel functions |
| spellingShingle | Md Sarowar Morshed Chrysafis Vogiatzis Md. Noor-E-Alam A primal–dual interior point method for a novel type-2 second order cone optimization Results in Control and Optimization Second order cone optimization Interior point methods Primal–dual methods Kernel functions |
| title | A primal–dual interior point method for a novel type-2 second order cone optimization |
| title_full | A primal–dual interior point method for a novel type-2 second order cone optimization |
| title_fullStr | A primal–dual interior point method for a novel type-2 second order cone optimization |
| title_full_unstemmed | A primal–dual interior point method for a novel type-2 second order cone optimization |
| title_short | A primal–dual interior point method for a novel type-2 second order cone optimization |
| title_sort | primal dual interior point method for a novel type 2 second order cone optimization |
| topic | Second order cone optimization Interior point methods Primal–dual methods Kernel functions |
| url | http://www.sciencedirect.com/science/article/pii/S2666720721000254 |
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