解凸二次半定规划的过滤集-正则化方法

Filter-regularization Method for Solving Convex Quadratic Semidefinite Programming

给出求解一种特殊凸二次半定规划的过滤集-正则化方法,并对其全局收敛性进行分析.最后还提供此算法的初步数值试验结果.

A filter-regulation method for solving a special convex quadratic semidefinite programming will be presented,and the global convergence analysis of this method will be discussed. At last,the preliminary numerical results of this algorithm are given too.