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Table 2 Output of IPM for the sample problem of CQSDO based on ψ 1 (t) with θ= 1 2 n

From: Kernel-function-based primal-dual interior-point methods for convex quadratic optimization over symmetric cone

Iteration

1 2 X•Q(X)+C•X

− 1 2 X•Q(X)+ b T y

Duality gap, i.e., X•S

0

36.000000000

28.000000000

8.000000000<101

3

33.179225445

32.617281779

0.561943666<100

5

32.996521968

32.904241476

0.092280493<10−1

8

32.961211886

32.956512652

0.004699234<10−2

10

32.959417225

32.958771601

0.000645624<10−3

12

32.959173712

32.959084185

0.000089527<10−4

15

32.959139849

32.959135221

0.000004628<10−5

17

32.959138306

32.959137869

0.000000436<10−6

19

32.959138158

32.959138116

0.000000042<10−7