We introduce a new parametric kernel function, which is a combination of the classic kernel function and a trigonometric barrier term, and present various properties of this new kernel function. A class of large- and small-update primal-dual interior-point methods for linear optimization based on this parametric kernel function is proposed. By utilizing the feature of the parametric kernel function, we derive the iteration bounds for large-update methods,O(n2/3log(n/ε)), and small-update methods,O(nlog(n/ε)). These results match the currently best known iteration bounds for large- and small-update methods based on the trigonometric kernel functions.
In this paper, we give a unified computational scheme for the complexity analysis of kernel-function-based primal-dual interior-point methods for convex quadratic optimization over symmetric cone. By using Euclidean Jordan algebras, the currently best-known iteration bounds for large-and small-update methods are derived, namely, O( √ r log r log r ε ) and O( √ r log r ε ), respectively. Furthermore, this unifies the analysis for a wide class of conic optimization problems. MSC: 90C25; 90C51
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