Article ID: | iaor20061396 |
Country: | United States |
Volume: | 30 |
Issue: | 1 |
Start Page Number: | 127 |
End Page Number: | 149 |
Publication Date: | Feb 2005 |
Journal: | Mathematics of Operations Research |
Authors: | Goffin Jean-Louis, Oskoorouchi Mohammad R. |
The convex feasibility problem in general is a problem of finding a point in a convex set that contains a full dimensional ball and is contained in a compact convex set. We assume that the outer set is described by second-order cone inequalities and propose an analytic center cutting plane technique to solve this problem. We discuss primal and dual settings simultaneously. Two complexity results are reported: the complexity of restoration procedure and complexity of the overall algorithm. We prove that an approximate analytic center is updated after adding a second-order cone cut (SOCC) in