A New Infeasible Interior-Point Method Based on a Non-Coercive Kernel Function with Improved Centering Steps for Second-Order Cone Optimization

In this article, we present a new full Nesterov-Todd step infeasible interior-point method for second-order cone optimization based on a non-coercive kernel function. The main iteration consists of a so-called feasibility step and one centering step, whereas the earlier versions, in [4 S. Bouali and S. Kabbaj ( 2014 ). Full-NT step infeasible interior-point method for SOCO based on a specific kernel function . Afr. Mat. 25 : 549 – 565 .[Crossref] , [Google Scholar], 21 M. Zangiabadi , G. Gu , and C. Roos ( 2013 ). A full Nesterov-Todd step infeasible interior-point method for second-order cone optimization . J. Optim. Theory Appl. 158 : 816 – 858 .[Crossref], [Web of Science ®] , [Google Scholar]], needed two additional centering steps. We use a kernel function to induce the feasibility step. The new algorithm reduces the searching steps in each iteration and tenders an interesting analysis for complexity bound.