【摘要】 给出了二次锥规划的一种非精确不可行内点算法。该算法允许搜索方向有相对较大的误差,且不要求迭代点的可行性。在相对不精确的假设下,利用该算法可找到二次锥规划的ε-近似解。更多还原

【Abstract】 A primal-dual inexact infeasible interior-point algorithm for the second-order cone program (SOCP) was presented. This algorithm allows the search direction with only moderate accuracy, and does not require the feasibility of the iteration points. Under mild assumptions on the inexactness, we can find an ε-approximate solution of the SOCP by using this algorithm.更多还原