| 半定规划的原始-对偶不可行内点算法 |
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| 引用本文： | 刘灵,王晓敏. 半定规划的原始-对偶不可行内点算法[J]. 上海交通大学学报, 2006, 40(11): 2012-2016 |
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| 作者姓名： | 刘灵 王晓敏 |
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| 作者单位： | 上海交通大学,数学系,上海,200240;上海交通大学,数学系,上海,200240 |
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| 摘 要： | 对于半定规划问题,通过构造适当的搜索方向,给出了一个原始-对偶不可行内点算法.证明了该算法经过有限步迭代后,或者在某个较大的区域得到问题的一个近似最优解,或者说明问题在该区域内无解.
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| 关 键 词： | 半定规划 内点算法 不可行内点算法 |
| 文章编号： | 1006-2467(2006)11-2012-05 |
| 收稿时间： | 2005-11-05 |
| 修稿时间： | 2005-11-05 |
A Primal-Dual Infeasible Interior Point Algorithm for Semidefinite Programming |
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| LIU Ling,WANG Xiao-min. A Primal-Dual Infeasible Interior Point Algorithm for Semidefinite Programming[J]. Journal of Shanghai Jiaotong University, 2006, 40(11): 2012-2016 |
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| Authors: | LIU Ling WANG Xiao-min |
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| Affiliation: | Dept. of Mathematics, Shanghai Jiaotong Univ. , Shanghai 200240, China |
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| Abstract: | A primal-dual infeasible interior point algorithm for semidefinite programming was proposed.It is proved that this algorithm can either get an approximate optimal solution,or get the conclusion that there is no solution of the problem in a large region,after finite iterations. |
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| Keywords: | semidefinite programming interior point algorithm infeasible interior point algorithm |
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