TY - JOUR
T1 - A primal–dual interior point method for a novel type-2 second order cone optimization
AU - Morshed, Md Sarowar
AU - Vogiatzis, Chrysafis
AU - Noor-E-Alam, Md
N1 - Funding Information:
This work is partially funded by Army Research Laboratory, USA .
Publisher Copyright:
© 2021 The Author(s)
PY - 2021/9
Y1 - 2021/9
N2 - In this paper, we define a new, special second order cone as a type-k second order cone. We focus on the case of k=2, which can be viewed as a second order conic optimization (SOCO) problem with an additional complicating variable. For this new problem, we develop the necessary prerequisites, based on previous work for traditional SOCO problem. We then develop a primal–dual interior point algorithm for solving a type-2 second order conic optimization problem, based on a family of kernel functions suitable for this type-2 SOCO. We finally derive a new iteration bound for our framework.
AB - In this paper, we define a new, special second order cone as a type-k second order cone. We focus on the case of k=2, which can be viewed as a second order conic optimization (SOCO) problem with an additional complicating variable. For this new problem, we develop the necessary prerequisites, based on previous work for traditional SOCO problem. We then develop a primal–dual interior point algorithm for solving a type-2 second order conic optimization problem, based on a family of kernel functions suitable for this type-2 SOCO. We finally derive a new iteration bound for our framework.
KW - Interior point methods
KW - Kernel functions
KW - Primal–dual methods
KW - Second order cone optimization
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U2 - 10.1016/j.rico.2021.100042
DO - 10.1016/j.rico.2021.100042
M3 - Article
AN - SCOPUS:85116021633
SN - 2666-7207
VL - 4
JO - Results in Control and Optimization
JF - Results in Control and Optimization
M1 - 100042
ER -