摘要
利用牛顿法求解一类二次半定规划的扰动KKT方程组,得出这类二次半定规划原始-对偶路径跟踪算法搜索方向求解的统一形式,以及HKM搜索方向和NT搜索方向存在唯一的充分条件,最后给出了计算搜索方向的表达式,和特殊情况下搜索方向的计算方法.
By using Newton method,the perturbed KKT conditions associated with a special class of quadratic SDP are computed,and the unified form of equation solving search directions is obtained;Under the unified form,A sufficient conditions about the existence and uniqueness of the HKM search direction and the NT search direction are presented,then we give the expression of search direction and how to compute search direction concretely for some special classes.
出处
《数学的实践与认识》
CSCD
北大核心
2010年第20期217-223,共7页
Mathematics in Practice and Theory
基金
辽宁省教育厅基金(2009A3467)
辽宁工程技术大学研究生资助(Y200901002)
关键词
二次半定规划
内点算法
搜索方向
牛顿法
quadratic semi-definite programming
interior point algorithm
search direction
Newton method
