| 求解半定规划的原始对偶势下降内点算法研究 |
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| 引用本文： | 王永丽,王鑫,贺国平.求解半定规划的原始对偶势下降内点算法研究[J].山东科技大学学报(自然科学版),2008,27(6). |
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| 作者姓名： | 王永丽 王鑫 贺国平 |
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| 作者单位： | 山东科技大学,信息科学与工程学院,山东,青岛,266510 |
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| 基金项目： | 国家自然科学基金项目
，
山东省科技厅科技攻关项目
，
山东省教育厅科技计划项目
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| 摘 要： | 介绍了半定规划的一般模型、最优性条件及求解半定规划问题的原始对偶势下降内点算法.借助两个形象的图形分析了势下降内点算法的迭代轨迹,并对求解半定规划的Filter势下降内点算法进行了研究,提出了Filter的构造方法.在一定的条件下,该算法可避免Maratos效应和势函数海色矩阵不正定等问题的产生.
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| 关 键 词： | 半定规划 原始对偶 势下降内点算法 |
Study on the Primal-Dual Potential Reduction Interior-Point Algorithm for Solving Semi-Definite Programming |
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| WANG Yong-li,WANG Xin,HE Guo-ping.Study on the Primal-Dual Potential Reduction Interior-Point Algorithm for Solving Semi-Definite Programming[J].Journal of Shandong Univ of Sci and Technol: Nat Sci,2008,27(6). |
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| Authors: | WANG Yong-li WANG Xin HE Guo-ping |
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| Institution: | WANG Yong-li,WANG Xin,HE Guo-ping(College of Information Science , Engineering,SUST,Qingdao,Sh,ong 266510,China) |
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| Abstract: | This paper mainly presents the general model,optimal conditions of the semi-definite programming and its primal-dual potential reduction interior-point algorithm.In particular,two vivid figures are given to help understanding the trace of the iterative points.Moreover,the idea of combining interior-point algorithm with the Filter technique for solving SDP is inspired and the formulation of a practical filter is proposed.Under certain conditions,the new algorithm can avoid the Maratos effects and the non-pos... |
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| Keywords: | Filter |
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