| 半定规划 |
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| 引用本文： | 房亮. 半定规划[J]. 泰山学院学报, 2004, 26(3): 14-19 |
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| 作者姓名： | 房亮 |
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| 作者单位： | 泰山学院,数学系,山东,泰安,271021 |
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| 摘 要： | 半定规划是指线性函数在对称矩阵的仿射组合半正定的约束下的极小问题，它实际上是凸优化问题，在最近的十几年中得到突飞猛进的发展，目前已成为优化方面最热门的领域．这一研究活动之所以被激发起来，是由于半定规划在一些领域的新应用的发现以及新的有效算法的产生．本文对半定规划的理论和算法作一般介绍．
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| 关 键 词： | 半定规划 线性矩阵 不等式 凸优化 对偶间隙 |
| 文章编号： | 1672-2590(2004)03-0014-06 |
| 修稿时间： | 2003-10-20 |
Semidefinite programming |
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| FANG Liang. Semidefinite programming[J]. Journal of Taishan University, 2004, 26(3): 14-19 |
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| Authors: | FANG Liang |
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| Abstract: | Semidefinite programming is actually an optimization problem, which minimizes a linear object function subject to the constraints that an affine combination of symmetric matrices is positive semi-definite. It has developed tremendously in the recent decade, and it is currently considered to be the most topical area in optimization.The research is motivated by the discovery of new applications in several areas, combined with the development of efficient new algorithms. The paper serves as a general introduction to the theory and algorithm of semidefinite programming. |
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| Keywords: | semidefinite programming linear matrix inequality convex optimization duality gap primal-dual interior method |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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