| 半定规划问题基于方向分解的筛选算法 |
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| 引用本文： | 徐引玲.半定规划问题基于方向分解的筛选算法[J].宝鸡文理学院学报(自然科学版),2009,29(2):22-24,28. |
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| 作者姓名： | 徐引玲 |
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| 作者单位： | 西安财经学院,数学与应用数学系,陕西,西安,710061 |
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| 摘 要： | 目的寻求半定规划问题新的理论算法。方法采用低秩分解技术将一般的半定规划问题转化为与其等价的非线性规划问题,利用基于方向分解的筛选算法,通过对搜索方向进行切线步和垂直步的分解来分别寻求最优解方向和不可行性改善的方向,构造了半定规划问题的筛选算法。结果通过证明得到算法具有可行性。结论最后给出了算法的收敛性分析。
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| 关 键 词： | 半定规划 低秩分解 筛选法 收敛性 |
A filter algorithm based on decomposed search step for semidefinite programming |
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| XU Yin-ling.A filter algorithm based on decomposed search step for semidefinite programming[J].Journal of Baoji College of Arts and Science(Natural Science Edition),2009,29(2):22-24,28. |
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| Authors: | XU Yin-ling |
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| Institution: | Department of Mathematics and Applied Mathematics;Xi'an University of Finance and Economics;Xi'an 710061;Shaanxi;China |
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| Abstract: | Aim Looking for a new algorithm theory of semidefinite programming.Methods A low-rank decomposition technique is adopted to transform the general semidefinite programming into an equivalent nonlinear programming problem.The screening algorithm on the basis of directional decomposition is to seek optimal solution direction and infeasibility improving direction by decomposing search direction into a vertical and a tangential step,then to construct screening algorithm for semidefinite programming.Results The a... |
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| Keywords: | semidefinite programming low-rank decomposition filter method convergence |
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