A Primal-Dual Interior Point Method for a Novel Type-2 Second Order Cone Optimization Problem
arXiv:1805.00591 · doi:10.1016/j.rico.2021.100042
Abstract
In this paper, we define a new, special second order cone as a type- second order cone. We focus on the case of , which can be viewed as SOCO with an additional {\em complicating variable}. For this new problem, we develop the necessary prerequisites, based on previous work for traditional SOCO. We then develop a primal-dual interior point algorithm for solving a type-2 second order conic optimization (SOCO) problem, based on a family of kernel functions suitable for this type-2 SOCO. We finally derive the following iteration bound for our framework: \[\frac{L^γ}{θκγ} \left[2N ψ\left( \frac{\varrho \left(τ/4N\right)}{\sqrt{1-θ}}\right)\right]^γ\log \frac{3N}ε.\]