| 半定规划的解析中心割平面法 |
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| 引用本文： | 薛丹,田志远,于贻丹. 半定规划的解析中心割平面法[J]. 青岛大学学报(自然科学版), 2009, 22(4): 37-40. DOI: 10.3969/j.issn.1006-1037.2009.04.010 |
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| 作者姓名： | 薛丹 田志远 于贻丹 |
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| 作者单位： | 青岛大学数学科学学院,山东,青岛,266071;青岛大学数学科学学院,山东,青岛,266071;青岛大学数学科学学院,山东,青岛,266071 |
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| 摘 要： | 给出了半定规划的解析中心割平面算法,它可以用于求解较大规模的半定规划问题。这个算法在每一步迭代中解决对偶半定规划线性松弛问题,并以割平面的解析中心作为下一个迭代点。我们证明了算法的收敛性,并在最后给出了实际算例。
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| 关 键 词： | 半定规划 解析中心 割平面 |
An Analytic Center Cutting Plane Method for Solving Semidefinite Programming |
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| XUE Dan,TIAN Zhi-yuan,YU Yi-dan. An Analytic Center Cutting Plane Method for Solving Semidefinite Programming[J]. Journal of Qingdao University(Natural Science Edition), 2009, 22(4): 37-40. DOI: 10.3969/j.issn.1006-1037.2009.04.010 |
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| Authors: | XUE Dan TIAN Zhi-yuan YU Yi-dan |
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| Affiliation: | (College of Mathematics, Qingdao University, Qingdao 266071, China) |
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| Abstract: | This paper deals with the large-scale semidUinite programming problems. An analytic center cutting plane method is given, which solves a linear relaxation of the dual semidefinite program in every iteration, and uses an analytic center of cutting plane as the next iteration point. The convergence of this method is proved, and eventually the practical example is given. |
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| Keywords: | semidefinite programming analytic center cutting plane |
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