In the present paper we present a class of polynomial primal-dual interior-point algorithms for semidefmite optimization based on a kernel function. This kernel function is not a so-called self-regular function due to...In the present paper we present a class of polynomial primal-dual interior-point algorithms for semidefmite optimization based on a kernel function. This kernel function is not a so-called self-regular function due to its growth term increasing linearly. Some new analysis tools were developed which can be used to deal with complexity "analysis of the algorithms which use analogous strategy in [5] to design the search directions for the Newton system. The complexity bounds for the algorithms with large- and small-update methodswere obtained, namely,O(qn^(p+q/q(P+1)log n/ε and O(q^2√n)log n/ε,respectlvely.展开更多
Interior-point methods (IPMs) for linear optimization (LO) and semidefinite optimization (SDO) have become a hot area in mathematical programming in the last decades. In this paper, a new kernel function with si...Interior-point methods (IPMs) for linear optimization (LO) and semidefinite optimization (SDO) have become a hot area in mathematical programming in the last decades. In this paper, a new kernel function with simple algebraic expression is proposed. Based on this kernel function, a primal-dual interior-point methods (IPMs) for semidefinite optimization (SDO) is designed. And the iteration complexity of the algorithm as O(n^3/4 log n/ε) with large-updates is established. The resulting bound is better than the classical kernel function, with its iteration complexity O(n log n/ε) in large-updates case.展开更多
In this paper, we establish the polynomial complexity of a primal-dual path-following interior point algorithm for solving semidefinite optimization(SDO) problems. The proposed algorithm is based on a new kernel fun...In this paper, we establish the polynomial complexity of a primal-dual path-following interior point algorithm for solving semidefinite optimization(SDO) problems. The proposed algorithm is based on a new kernel function which differs from the existing kernel functions in which it has a double barrier term. With this function we define a new search direction and also a new proximity function for analyzing its complexity. We show that if q1 〉 q2 〉 1, the algorithm has O((q1 + 1) nq1+1/2(q1-q2)logn/ε)and O((q1 + 1)2(q1-q2)^3q1-2q2+1√n logn/c) complexity results for large- and small-update methods, respectively.展开更多
In this paper,we propose and analyze a full-Newton step feasible interior-point algorithm for semidefinite optimization based on a kernel function with linear growth term.The kernel function is used both for determini...In this paper,we propose and analyze a full-Newton step feasible interior-point algorithm for semidefinite optimization based on a kernel function with linear growth term.The kernel function is used both for determining the search directions and for measuring the distance between the given iterate and theμ-center for the algorithm.By developing a new norm-based proximity measure and some technical results,we derive the iteration bound that coincides with the currently best known iteration bound for the algorithm with small-update method.In our knowledge,this result is the first instance of full-Newton step feasible interior-point method for SDO which involving the kernel function.展开更多
In this paper,we present a primal-dual interior point algorithm for semidefinite optimization problems based on a new class of kernel functions.These functions constitute a combination of the classic kernel function a...In this paper,we present a primal-dual interior point algorithm for semidefinite optimization problems based on a new class of kernel functions.These functions constitute a combination of the classic kernel function and a barrier term.We derive the complexity bounds for large and small-update methods respectively.We show that the best result of iteration bounds for large and small-update methods can be achieved,namely O(q√n(log√n)^q+1/q logn/ε)for large-update methods and O(q^3/2(log√q)^q+1/q√nlogn/ε)for small-update methods.We test the efficiency and the validity of our algorithm by running some computational tests,then we compare our numerical results with results obtained by algorithms based on different kernel functions.展开更多
In this paper,we propose an interior-point algorithm based on a wide neighborhood for convex quadratic semidefinite optimization problems.Using the Nesterov–Todd direction as the search direction,we prove the converg...In this paper,we propose an interior-point algorithm based on a wide neighborhood for convex quadratic semidefinite optimization problems.Using the Nesterov–Todd direction as the search direction,we prove the convergence analysis and obtain the polynomial complexity bound of the proposed algorithm.Although the algorithm belongs to the class of large-step interior-point algorithms,its complexity coincides with the best iteration bound for short-step interior-point algorithms.The algorithm is also implemented to demonstrate that it is efficient.展开更多
A reduction of truss topology design problem formulated by semidefinite optimization (SDO) is considered. The finite groups and their representations are introduced to reduce the stiffness and mass matrices of truss...A reduction of truss topology design problem formulated by semidefinite optimization (SDO) is considered. The finite groups and their representations are introduced to reduce the stiffness and mass matrices of truss in size. Numerical results are given for both the original problem and the reduced problem to make a comparison.展开更多
In Zhang’s recent works,a second-order Mehrotra-type predictor-corrector algorithm for linear optimization was extended to semidefinite optimization and derived that the algorithm for semidefinite optimization had3/2...In Zhang’s recent works,a second-order Mehrotra-type predictor-corrector algorithm for linear optimization was extended to semidefinite optimization and derived that the algorithm for semidefinite optimization had3/2 0 T 0O(nlog(X)gS/e)iteration complexity based on the NT direction as Newton search direction.In this paper,we extend the second-order Mehrotra-type predictor-corrector algorithm for linear optimization to semidefinite optimization and discuss the polynomial convergence of the algorithm by modifying the corrector direction and new iterates.It is proved that the iteration complexity is reduced to0 0O(nlog XgS/e),which coincides with the currently best iteration bound of Mehrotra-type predictor-corrector algorithm for semidefinite optimization.展开更多
文摘In the present paper we present a class of polynomial primal-dual interior-point algorithms for semidefmite optimization based on a kernel function. This kernel function is not a so-called self-regular function due to its growth term increasing linearly. Some new analysis tools were developed which can be used to deal with complexity "analysis of the algorithms which use analogous strategy in [5] to design the search directions for the Newton system. The complexity bounds for the algorithms with large- and small-update methodswere obtained, namely,O(qn^(p+q/q(P+1)log n/ε and O(q^2√n)log n/ε,respectlvely.
基金Project supported by the National Natural Science Foundation of China (Grant No. 10117733), the Shanghai Leading Academic Discipline Project (Grant No.J50101), and the Foundation of Scientific Research for Selecting and Cultivating Young Excellent University Teachers in Shanghai (Grant No.06XPYQ52)
文摘Interior-point methods (IPMs) for linear optimization (LO) and semidefinite optimization (SDO) have become a hot area in mathematical programming in the last decades. In this paper, a new kernel function with simple algebraic expression is proposed. Based on this kernel function, a primal-dual interior-point methods (IPMs) for semidefinite optimization (SDO) is designed. And the iteration complexity of the algorithm as O(n^3/4 log n/ε) with large-updates is established. The resulting bound is better than the classical kernel function, with its iteration complexity O(n log n/ε) in large-updates case.
文摘In this paper, we establish the polynomial complexity of a primal-dual path-following interior point algorithm for solving semidefinite optimization(SDO) problems. The proposed algorithm is based on a new kernel function which differs from the existing kernel functions in which it has a double barrier term. With this function we define a new search direction and also a new proximity function for analyzing its complexity. We show that if q1 〉 q2 〉 1, the algorithm has O((q1 + 1) nq1+1/2(q1-q2)logn/ε)and O((q1 + 1)2(q1-q2)^3q1-2q2+1√n logn/c) complexity results for large- and small-update methods, respectively.
基金Supported by University Science Research Project of Anhui Province(KJ2019A1297)University Teaching Research Project of Anhui Province(2019jxtd144)。
文摘In this paper,we propose and analyze a full-Newton step feasible interior-point algorithm for semidefinite optimization based on a kernel function with linear growth term.The kernel function is used both for determining the search directions and for measuring the distance between the given iterate and theμ-center for the algorithm.By developing a new norm-based proximity measure and some technical results,we derive the iteration bound that coincides with the currently best known iteration bound for the algorithm with small-update method.In our knowledge,this result is the first instance of full-Newton step feasible interior-point method for SDO which involving the kernel function.
文摘In this paper,we present a primal-dual interior point algorithm for semidefinite optimization problems based on a new class of kernel functions.These functions constitute a combination of the classic kernel function and a barrier term.We derive the complexity bounds for large and small-update methods respectively.We show that the best result of iteration bounds for large and small-update methods can be achieved,namely O(q√n(log√n)^q+1/q logn/ε)for large-update methods and O(q^3/2(log√q)^q+1/q√nlogn/ε)for small-update methods.We test the efficiency and the validity of our algorithm by running some computational tests,then we compare our numerical results with results obtained by algorithms based on different kernel functions.
文摘In this paper,we propose an interior-point algorithm based on a wide neighborhood for convex quadratic semidefinite optimization problems.Using the Nesterov–Todd direction as the search direction,we prove the convergence analysis and obtain the polynomial complexity bound of the proposed algorithm.Although the algorithm belongs to the class of large-step interior-point algorithms,its complexity coincides with the best iteration bound for short-step interior-point algorithms.The algorithm is also implemented to demonstrate that it is efficient.
基金Project supported by the National Natural Science Foundation of China (Grant No.10771133)the Research Fundation for the Doctoral Program of Higher Education (Grant No.200802800010)the Key Disciplines of Shanghai Municipality (GrantNo.s30104)
文摘A reduction of truss topology design problem formulated by semidefinite optimization (SDO) is considered. The finite groups and their representations are introduced to reduce the stiffness and mass matrices of truss in size. Numerical results are given for both the original problem and the reduced problem to make a comparison.
基金Supported by the National Natural Science Foundation of China(71471102)
文摘In Zhang’s recent works,a second-order Mehrotra-type predictor-corrector algorithm for linear optimization was extended to semidefinite optimization and derived that the algorithm for semidefinite optimization had3/2 0 T 0O(nlog(X)gS/e)iteration complexity based on the NT direction as Newton search direction.In this paper,we extend the second-order Mehrotra-type predictor-corrector algorithm for linear optimization to semidefinite optimization and discuss the polynomial convergence of the algorithm by modifying the corrector direction and new iterates.It is proved that the iteration complexity is reduced to0 0O(nlog XgS/e),which coincides with the currently best iteration bound of Mehrotra-type predictor-corrector algorithm for semidefinite optimization.