摘要
利用半定规划的最优性条件,对其进行有效变换,把求解半定规划问题转化为求解变分不等式问题,再给出一个改进的求解变分不等式问题的外梯度法,从而得到半定规划问题的最优解.结果表明:改进的算法是求解半定规划的有效方法.
Semi-definite programming is an extension of linear programming.In this paper,semi-definite programming is effectively transformed into a variational inequality problem.An improved extra-gradient method is proposed,and then semi-definite programming is solved.The result shows that the improved method is effective for semi-definite programming.
出处
《重庆文理学院学报（自然科学版）》
2010年第5期17-20,共4页
Journal of Chongqing University of Arts and Sciences
关键词
半定规划
变分不等式
外梯度法
semi-definite programming
variational inequality
extra-gradient method
