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June  2017, 7(2): 171-184. doi: 10.3934/naco.2017011

An infeasible full NT-step interior point method for circular optimization

1. 

Department of Applied Mathematics, Azarbaijan Shahid Madani University, Tabriz, I. R. Iran

2. 

College of Mathematics, Physics and Statistics, Shanghai University of Engineering Science, Shanghai, 201620, China

* Corresponding author: Behrouz Kheirfam

Received  July 2016 Revised  May 2017 Published  June 2017

Fund Project: The second author was supported by National Natural Science Foundation of China (No. 11471211) and Shanghai Natural Science Fund Project (No. 14ZR1418900)

In this paper, we design a primal-dual infeasible interior-point method for circular optimization that uses only full Nesterov-Todd steps. Each main iteration of the algorithm consisted of one so-called feasibility step. Furthermore, giving a complexity analysis of the algorithm, we derive the currently best-known iteration bound for infeasible interior-point methods.

Citation: Behrouz Kheirfam, Guoqiang Wang. An infeasible full NT-step interior point method for circular optimization. Numerical Algebra, Control & Optimization, 2017, 7 (2) : 171-184. doi: 10.3934/naco.2017011
References:
[1]

B. Alzalg, Primal-dual path-following algorithm for circular programming, Available from: http://www.optimization-online.org/DB_FILE/2015/07/4998.pdf.

[2]

B. Alzalg, The circular cone: A new paradigm for symmetric cone in a Euclidean Jordan algebra, Available from: http://www.optimization-online.org/DB_HTML/2015/07/5027.html.

[3]

Y. BaiP. Ma and J. Zhang, A polynomial-time interior-point method for circular cone programming based on kernel functions, J. Ind. Manag. Optim., 12 (2015), 739-756. doi: 10.3934/jimo.2016.12.739.

[4]

X. N. Chi, H. J. Wei, Y. Q. Feng and J. W. Chen, Variational inequality formulation of circular cone eigenvalue complementarity problems, Fixed Point Theory Appl., 2016: 31 (2016). doi: 10.1186/s13663-016-0514-7.

[5]

L. Faybusovich, Euclidean Jordan algebras and interior-point algorithms, Positivity, 1 (1997), 331-357. doi: 10.1023/A:1009701824047.

[6]

B. Kheirfam, An interior-point method for Cartesian $P_*(κ)$ -linear complementarity problem over symmetric cones, ORiON, 30 (2014), 41-58.

[7]

B. Kheirfam, A full NT-step infeasible interior-point algorithm for semidefinite optimization based on a self-regular proximity, The ANZIAM J., 53 (2011), 48-67. doi: 10.1017/S144618111200003X.

[8]

B. Kheirfam, Simplified infeasible interior-point algorithm for SDO using full Nesterov-Todd step, Numer. Algorithms, 59 (2012), 589-606. doi: 10.1007/s11075-011-9506-1.

[9]

B. Kheirfam, A new complexity analysis for full-Newton step infeasible interior-point algorithm for horizontal linear complementarity problems, J. Optim. Theory Appl., 161 (2014), 853-869. doi: 10.1007/s10957-013-0457-7.

[10]

B. Kheirfam, A new infeasible interior-point method based on Darvay's technique for symmetric optimization}, Ann. Oper. Res., 211 (2013), 209-224. doi: 10.1007/s10479-013-1474-5.

[11]

B. Kheirfam, Simplified analysis of a full Nesterov-Todd step infeasible interior-point method for symmetric optimization, Asian-Eur. J. Math., 8 (2015), 1550071 (14 pages). doi: 10.1142/S1793557115500710.

[12]

B. Kheirfam, An improved full-Newton step $O(n)$ infeasible interior-point method for horizontal linear complementarity problem, Numer. Algorithms, 71 (2016), 491-503. doi: 10.1007/s11075-015-0005-7.

[13]

B. Kheirfam, A full step infeasible interior-point method for Cartesian $P_*(κ)$ -SCLCP, Optim. Letters, 10 (2016), 591-603. doi: 10.1007/s11590-015-0884-5.

[14]

B. Kheirfam, An improved and modified infeasible interior-point method for symmetric optimization, Asian-Eur. J. Math., 9 (2016), 1650059 (13 pages). doi: 10.1142/S1793557116500595.

[15]

B. Kheirfam, A full Nesterov-Todd step interior-point method for circular cone optimization, Commun. Comb. Optim., 1 (2016), 83-102.

[16]

B. Kheirfam and N. Mahdavi-Amiri, A new interior-point algorithm based on modified Nesterov-Todd direction for symmetric cone linear complementarity problem, Optim. Letters, 8 (2014), 1017-1029. doi: 10.1007/s11590-013-0618-5.

[17]

B. Kheirfam and N. Mahdavi-Amiri, A full Nesterov-Todd step infeasible interior-point algorithm for symmetric cone linear complementarity problem, Bull. Iranian Math. Soc., 40 (2014), 541-564.

[18]

X. MiaoS. GuoN. Qi and J. S. Chen, Constructions of complementarity functions and merit functions for circular cone complementarity problem, Comput. Optim. Appl., 63 (2016), 495-522. doi: 10.1007/s10589-015-9781-1.

[19]

R. D. C. Monteiro and Y. Zhang, A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming, Math. Program., 81 (1998), 281-299. doi: 10.1007/BF01580085.

[20]

Y. E. Nesterov and M. J. Todd, Primal-dual interior-point methods for self-scaled cones, SIAM J. Optim., 8 (1998), 324-364. doi: 10.1137/S1052623495290209.

[21]

B. K. Rangarajan, Polynomial convergence of infeasible-interior-point methods over symmetric cones, SIAM J. Optim., 16 (2006), 1211-1229. doi: 10.1137/040606557.

[22]

C. Roos, A full-Newton step $O(n)$ infeasible interior-point algorithm for linear optimization, SIAM J. Optim., 16 (2006), 1110-1136. doi: 10.1137/050623917.

[23]

C. Roos, An improved and simplified full-Newton step $O(n)$ infeasible interior-point method for linear optimization, SIAM J. Optim., 25 (2015), 102-114. doi: 10.1137/140975462.

[24]

C. Roos, T. Terlaky and J-Ph. Vial, Theory and Algorithms for Linear Optimization. An Interior-Point Approach, John Wiley and Sons, Chichester, UK, 1997.

[25]

S. H. Schmieta and F. Alizadeh, Extension of primal-dual interior point methods to symmetric cones, Math. Program., 96 (2003), 409-438. doi: 10.1007/s10107-003-0380-z.

[26]

G. Q. WangL. C. KongJ. Y. Tao and G. Lesaja, Improved complexity analysis of full Nesterov-Todd step feasible interior-point method for symmetric optimization, J. Optim. Theory Appl., 166 (2015), 588-604. doi: 10.1007/s10957-014-0696-2.

[27]

G. Q. Wang and G. Lesaja, Full Nesterov-Todd step feasible interior-point method for the Cartesian $P_*(κ)$ -SCLCP, Optim. Methods & Softw., 28 (2013), 600-618. doi: 10.1080/10556788.2013.781600.

[28]

G. Q. WangC. J. Yu and K. L. Teo, A new full Nesterov-Todd step feasible interior-point method for convex quadratic symmetric cone optimization, Appl. Math. Comput., 221 (2013), 329-343. doi: 10.1016/j.amc.2013.06.064.

[29]

J. ZhouJ. S. Chen and B. S. Mordukhovich, Variational analysis of circular cone programs, Optimization, 64 (2014), 113-147. doi: 10.1080/02331934.2014.951043.

show all references

References:
[1]

B. Alzalg, Primal-dual path-following algorithm for circular programming, Available from: http://www.optimization-online.org/DB_FILE/2015/07/4998.pdf.

[2]

B. Alzalg, The circular cone: A new paradigm for symmetric cone in a Euclidean Jordan algebra, Available from: http://www.optimization-online.org/DB_HTML/2015/07/5027.html.

[3]

Y. BaiP. Ma and J. Zhang, A polynomial-time interior-point method for circular cone programming based on kernel functions, J. Ind. Manag. Optim., 12 (2015), 739-756. doi: 10.3934/jimo.2016.12.739.

[4]

X. N. Chi, H. J. Wei, Y. Q. Feng and J. W. Chen, Variational inequality formulation of circular cone eigenvalue complementarity problems, Fixed Point Theory Appl., 2016: 31 (2016). doi: 10.1186/s13663-016-0514-7.

[5]

L. Faybusovich, Euclidean Jordan algebras and interior-point algorithms, Positivity, 1 (1997), 331-357. doi: 10.1023/A:1009701824047.

[6]

B. Kheirfam, An interior-point method for Cartesian $P_*(κ)$ -linear complementarity problem over symmetric cones, ORiON, 30 (2014), 41-58.

[7]

B. Kheirfam, A full NT-step infeasible interior-point algorithm for semidefinite optimization based on a self-regular proximity, The ANZIAM J., 53 (2011), 48-67. doi: 10.1017/S144618111200003X.

[8]

B. Kheirfam, Simplified infeasible interior-point algorithm for SDO using full Nesterov-Todd step, Numer. Algorithms, 59 (2012), 589-606. doi: 10.1007/s11075-011-9506-1.

[9]

B. Kheirfam, A new complexity analysis for full-Newton step infeasible interior-point algorithm for horizontal linear complementarity problems, J. Optim. Theory Appl., 161 (2014), 853-869. doi: 10.1007/s10957-013-0457-7.

[10]

B. Kheirfam, A new infeasible interior-point method based on Darvay's technique for symmetric optimization}, Ann. Oper. Res., 211 (2013), 209-224. doi: 10.1007/s10479-013-1474-5.

[11]

B. Kheirfam, Simplified analysis of a full Nesterov-Todd step infeasible interior-point method for symmetric optimization, Asian-Eur. J. Math., 8 (2015), 1550071 (14 pages). doi: 10.1142/S1793557115500710.

[12]

B. Kheirfam, An improved full-Newton step $O(n)$ infeasible interior-point method for horizontal linear complementarity problem, Numer. Algorithms, 71 (2016), 491-503. doi: 10.1007/s11075-015-0005-7.

[13]

B. Kheirfam, A full step infeasible interior-point method for Cartesian $P_*(κ)$ -SCLCP, Optim. Letters, 10 (2016), 591-603. doi: 10.1007/s11590-015-0884-5.

[14]

B. Kheirfam, An improved and modified infeasible interior-point method for symmetric optimization, Asian-Eur. J. Math., 9 (2016), 1650059 (13 pages). doi: 10.1142/S1793557116500595.

[15]

B. Kheirfam, A full Nesterov-Todd step interior-point method for circular cone optimization, Commun. Comb. Optim., 1 (2016), 83-102.

[16]

B. Kheirfam and N. Mahdavi-Amiri, A new interior-point algorithm based on modified Nesterov-Todd direction for symmetric cone linear complementarity problem, Optim. Letters, 8 (2014), 1017-1029. doi: 10.1007/s11590-013-0618-5.

[17]

B. Kheirfam and N. Mahdavi-Amiri, A full Nesterov-Todd step infeasible interior-point algorithm for symmetric cone linear complementarity problem, Bull. Iranian Math. Soc., 40 (2014), 541-564.

[18]

X. MiaoS. GuoN. Qi and J. S. Chen, Constructions of complementarity functions and merit functions for circular cone complementarity problem, Comput. Optim. Appl., 63 (2016), 495-522. doi: 10.1007/s10589-015-9781-1.

[19]

R. D. C. Monteiro and Y. Zhang, A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming, Math. Program., 81 (1998), 281-299. doi: 10.1007/BF01580085.

[20]

Y. E. Nesterov and M. J. Todd, Primal-dual interior-point methods for self-scaled cones, SIAM J. Optim., 8 (1998), 324-364. doi: 10.1137/S1052623495290209.

[21]

B. K. Rangarajan, Polynomial convergence of infeasible-interior-point methods over symmetric cones, SIAM J. Optim., 16 (2006), 1211-1229. doi: 10.1137/040606557.

[22]

C. Roos, A full-Newton step $O(n)$ infeasible interior-point algorithm for linear optimization, SIAM J. Optim., 16 (2006), 1110-1136. doi: 10.1137/050623917.

[23]

C. Roos, An improved and simplified full-Newton step $O(n)$ infeasible interior-point method for linear optimization, SIAM J. Optim., 25 (2015), 102-114. doi: 10.1137/140975462.

[24]

C. Roos, T. Terlaky and J-Ph. Vial, Theory and Algorithms for Linear Optimization. An Interior-Point Approach, John Wiley and Sons, Chichester, UK, 1997.

[25]

S. H. Schmieta and F. Alizadeh, Extension of primal-dual interior point methods to symmetric cones, Math. Program., 96 (2003), 409-438. doi: 10.1007/s10107-003-0380-z.

[26]

G. Q. WangL. C. KongJ. Y. Tao and G. Lesaja, Improved complexity analysis of full Nesterov-Todd step feasible interior-point method for symmetric optimization, J. Optim. Theory Appl., 166 (2015), 588-604. doi: 10.1007/s10957-014-0696-2.

[27]

G. Q. Wang and G. Lesaja, Full Nesterov-Todd step feasible interior-point method for the Cartesian $P_*(κ)$ -SCLCP, Optim. Methods & Softw., 28 (2013), 600-618. doi: 10.1080/10556788.2013.781600.

[28]

G. Q. WangC. J. Yu and K. L. Teo, A new full Nesterov-Todd step feasible interior-point method for convex quadratic symmetric cone optimization, Appl. Math. Comput., 221 (2013), 329-343. doi: 10.1016/j.amc.2013.06.064.

[29]

J. ZhouJ. S. Chen and B. S. Mordukhovich, Variational analysis of circular cone programs, Optimization, 64 (2014), 113-147. doi: 10.1080/02331934.2014.951043.

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