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半定锥上具有O(n^(1/2)L)复杂性的Mehrotra型预估矫正算法

Mehrotra-Type Predictor-Corrector Algorithm with-Iteration Complexity
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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
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