期刊文献+
任意字段
题名或关键词
题名
关键词
文摘
作者
第一作者
机构
刊名
分类号
参考文献
作者简介
基金资助
栏目信息

半定规划的一种修正原对偶内点算法研究

The Research of a Modified Primal-Dual Interior-Point Algorithm For SDP
原文传递
导出
摘要 提出了半定规划(SDP)的一种修正的原对偶内点算法,对初始点的选取进行了改进,提高了算法的计算效率,并证明了新算法的迭代复杂性是O(n). A modified primal-dual interior point algorithm is proposed for semidefinite programming. It can give a wider neighborhood for initial point and improve the efficiency of the algorithm.It is proved that the iterative complexity of the algorithm is O（n）.
作者 陈飞翔 刘金魁 武忠祥 张辉
机构地区 重庆三峡学院数学与计算机科学学院 西安交通大学理学院
出处 《数学的实践与认识》 CSCD 北大核心 2011年第1期178-183,共6页 Mathematics in Practice and Theory
基金 陕西省自然科学基金(2007A16)
关键词 半定规划 原对偶内点算法 FROBENIUS范数 谱范数 semidefinite programming primal-dual interior point algorithm Frobenius-norm spectral norm
分类号 O221.2 [理学—运筹学与控制论]
  • 相关文献

参考文献13

  • 1Karmarkar N K. A new polynomial time algorithm or linear programming[J]. Combinatorica, 1984, 4(4): 373-395.
  • 2Nesterov Y E, Nemirovsky A S. Interior point methods in convex programming[J]. Theory and Applications, Society for Industrial and Applied Mathematics, Philadelphia, PA, 1994.
  • 3Nesterov Y E, Nemirovsky A S. A general approach to the design of optimal methods for smooth convex functions minimization[J]. Ekonomikai Matem Metody, 1988, 24: 509-517.
  • 4Mizuno S, Todd M J, Ye Y. On adaptive step primal-dual interior-point algorithms for linear Programming[J]. Mathematics of Operarions Research, 1993, 18(4): 964-981.
  • 5Ye Y. Interior point Algorithm: Theory and Analysis[M]. New York: John Wiley & Sons, Inc, 1997.
  • 6Alizadeh F. Interior point method in semidefinite programming with applications to combinatorical optimization[J]. SIAM J Optimization, 1995, 5: 13-51.
  • 7Alizadeh F, Hadberly J P, Overton M. Primal-dual Interior-point Methods for Semidefinite Programming, Technical Report 659[M]. Computer Science Department, Courant Institute of Mathematical Sciences, New York University, New York, NY, 1994.
  • 8Potra F A, Sheng R. A superlinearly convergent Primal-dual infeasible interior-point algorithm for semidefinite programming[J]. SIAM J Optimization, 1998, 8(4): 1007-1028.
  • 9Jarre F..An interior-point Method for minimizing the maximum eigenvalue of a linear combination of matrices[J]. SIAM J Control and Optimization, 1993, 31: 1360-1377.
  • 10Nesterov Y E, Todd M J. Primal-dual interior point methods for self-scaled cones [J]. SIAM J Optimization, 1998, 8(2): 324-364.
数学的实践与认识
2011年 第1期

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部