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Table 3 Output of IPM for the sample problem of CQSDO based on ψ 1 (t) with θ=0.9

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

2

33.345388371

32.346089274

0.999299097<100

5

32.969032358

32.949621318

0.019411040<10−1

6

32.961389769

32.957573699

0.003816071<10−2

8

32.959247309

32.959032261

0.000215048<10−3

10

32.959142690

32.959127961

0.000014729<10−4

11

32.959138591

32.959136229

0.000002362<10−5

12

32.959138446

32.959137497

0.000000949<10−6

14

32.959138148

32.959138133

0.000000014<10−7