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对称锥规划基于一个核函数的内点算法

An Interior-point Algorithm for Symmetric Optimization Problem Based on a Kernel Function
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摘要 基于一类带参数的核函数,为对称锥规划问题设计了一个内点算法。该算法借助此核函数得到了NT方向以及迭代步长,通过一定的分析技巧,最终给出了对称锥规划问题基于核函数的大步校正和小步校正算法较好的多项式迭代复杂界,即和。 Based on a new kernel function, a new algorithm is proposed for Symmetric Optimization. By this kernel function , NT directions and the step is obtained. Through some analysis techniques, the favorably polynomial complexity is obtained. That is the . for large-update methods and for small-update methods.
作者 陈华平
出处 《六盘水师范学院学报》 2015年第1期56-62,共7页 Journal of Liupanshui Normal University
基金 贵州省科学技术基金(No.:黔科合J字LKLS[2013]14号)
关键词 对称锥规划 核函数 内点算法 大步-校正算法 symmetric optimization kernel function Interior-point algorithm large-update methods
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参考文献9

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