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A Parametric Kernel Function Generating the best Known Iteration Bound for Large-Update Methods for CQSDO

Authors :
Achache Mohamed
Guerra Loubna
Source :
Statistics, Optimization & Information Computing. 8:876-889
Publication Year :
2020
Publisher :
International Academic Press, 2020.

Abstract

In this paper, we propose a large-update primal-dual interior point algorithm for convex quadratic semidefiniteoptimization (CQSDO) based on a new parametric kernel function. This kernel function is a parameterized version of the kernel function introduced by M.W. Zhang (Acta Mathematica Sinica. 28: 2313-2328, 2012) for CQSDO. The investigation according to it generating the best known iteration bound O for large-update methods. Thus improves the iteration bound obtained by Zhang for large-update methods. Finally, we present few numerical results to show the efficiency of the proposed algorithm.

Details

ISSN :
23105070 and 2311004X
Volume :
8
Database :
OpenAIRE
Journal :
Statistics, Optimization & Information Computing
Accession number :
edsair.doi...........4800269837c0275baecf36c2863a435c
Full Text :
https://doi.org/10.19139/soic-2310-5070-842