用微分代数方法求解半定规划

Differential-Algebraic Approach to Semidefinite Programming

探讨先用大M法转化原半定规划问题,然后用微分代数方法求解,数值实验结果表明,用微分代数方法求解半定规划是切实可行的。

A differential-algebraic approach is developed to solve the semidefinite programming problems. The primal problem is transformed into a new problem by big-M＇ method, which is solved by the DAE method. The example given in the paper demonstrates that the proposed approach provides a promising alternative for solving semidefmite programming problems.