{"title":"基于新参数核函数的 CQP 内部点算法的复杂性分析","authors":"Randa Chalekh, E. A. Djeffal","doi":"10.19139/soic-2310-5070-1761","DOIUrl":null,"url":null,"abstract":"In this paper, we present a primal-dual interior-point algorithm for convex quadratic programming problem based on a new parametric kernel function with a hyperbolic-logarithmic barrier term. Using the proposed kernel function we show some basic properties that are essential to study the complexity analysis of the correspondent algorithm which we find coincides with the best know iteration bounds for the large-update method, namely, $O\\left(\\sqrt{n} \\log n \\log\\frac{n}{\\varepsilon}\\right)$ by a special choice of the parameter $p>1$.","PeriodicalId":131002,"journal":{"name":"Statistics, Optimization & Information Computing","volume":"183 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-09-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Complexity Analysis of an Interior-point Algorithm for CQP Based on a New Parametric Kernel Function\",\"authors\":\"Randa Chalekh, E. A. Djeffal\",\"doi\":\"10.19139/soic-2310-5070-1761\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we present a primal-dual interior-point algorithm for convex quadratic programming problem based on a new parametric kernel function with a hyperbolic-logarithmic barrier term. Using the proposed kernel function we show some basic properties that are essential to study the complexity analysis of the correspondent algorithm which we find coincides with the best know iteration bounds for the large-update method, namely, $O\\\\left(\\\\sqrt{n} \\\\log n \\\\log\\\\frac{n}{\\\\varepsilon}\\\\right)$ by a special choice of the parameter $p>1$.\",\"PeriodicalId\":131002,\"journal\":{\"name\":\"Statistics, Optimization & Information Computing\",\"volume\":\"183 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-09-04\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Statistics, Optimization & Information Computing\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.19139/soic-2310-5070-1761\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistics, Optimization & Information Computing","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.19139/soic-2310-5070-1761","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
摘要
在本文中,我们提出了一种基于带有双曲对数障碍项的新参数核函数的凸二次规划问题初等-二元内部点算法。通过对参数 $p>1$ 的特殊选择,我们发现该算法与已知大更新方法的最佳迭代边界相吻合,即 $O(\sqrt{n}\log n \log\frac{n}{\varepsilon}\right)$Oleft(\sqrt{n} \log n \log\frac{n}{\varepsilon}\right)$ 。
Complexity Analysis of an Interior-point Algorithm for CQP Based on a New Parametric Kernel Function
In this paper, we present a primal-dual interior-point algorithm for convex quadratic programming problem based on a new parametric kernel function with a hyperbolic-logarithmic barrier term. Using the proposed kernel function we show some basic properties that are essential to study the complexity analysis of the correspondent algorithm which we find coincides with the best know iteration bounds for the large-update method, namely, $O\left(\sqrt{n} \log n \log\frac{n}{\varepsilon}\right)$ by a special choice of the parameter $p>1$.