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%Lee
%Gue Myung","gmlee@pknu.ac.kr","
\section*{Complexity analysis of the  primal-dual \\ interior point method for second-order \\ cone optimization problem} By {\sl Bo Kyung Choi and Gue Myung Lee}.  

\medskip  \noindent The purpose of this talk is to extend the Bai et al.'s complexity results for a linear program  to a second-order cone optimization (SOCO) problem. We define a proximity function for SOCO by a kernel function introduced by  Bai et al. [SIAM J. Optim., 13(2003), 766-782]  and using the proximity function, we formulate an algorithm for a large-update primal-dual interior-point method (IPM) for SOCO and give its complexity analysis, and then we show that the worst-case iteration bound for our IPM is $ \ \mathcal{O}(\sqrt{N} \log N\log \frac{N}{\epsilon}).\ $
%second-order cone optimization problem, primal-dual interior point method, complexity analysis","90C51","90C25","","02:54:23","Fri Mar 21 2008","210.125.117.71"
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