摘要
文中将文献线性规划中的Mehrotra型预估矫正算法推广到半定规划,提出一种求解半定规划问题的Mehrotra型预估矫正算法,该算法基于NT方向,证明了该算法具有目前最好的的迭代复杂性O(n^(1/2)L).
The Mehrotra-type predictor-corrector algorithm from linear programming is extended to semidefinite programming.The paper proposes a new Mehrotra-type predictor-corrector interior point algorithm for semidefinite programming based on NT direction.It has been shown that the O(√nL)iteration complexity of the algorithm is now the best.
出处
《西安工业大学学报》
CAS
2013年第7期533-536,548,共5页
Journal of Xi’an Technological University
基金
国家自然科学基金(61072144)
关键词
半定规划
内点方法
预估矫正算法
宽领域算法
多项式复杂性
semidefinite programming
interior point methods
predictor-corrector algorithm
wide neighborhood algorithm
polynomial complexity