| 一类二次半定规划内点算法的K..S..H搜索方向的存在唯一性 |
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| 引用本文： | 游扬,张圣贵.一类二次半定规划内点算法的K..S..H搜索方向的存在唯一性[J].福建师范大学学报(自然科学版),2012,28(1):16-20. |
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| 作者姓名： | 游扬 张圣贵 |
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| 作者单位： | 福建师范大学数学与计算机科学学院,福建福州,350108 |
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| 基金项目： | 国家自然科学基金资助项目 |
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| 摘 要： | 在对偶理论的基础上,将半定规划(SDP)的原始对偶内点算法推广到一类二次半定规划(QSDP),利用优化理论中经典的牛顿法通过求解非线性方程组得到K..S..H方向,并证明了K..S..H搜索方向的存在唯一性.
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| 关 键 词： | 半定规划 二次半定规划 对偶理论 算子 内点算法 搜索方向 |
Existence and Uniqueness of K..S..H Search Direction of Interior Point Algorithms for a Class of Quadratic Semidefinite Programming |
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| YOU Yang
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ZHANG Sheng-gui.Existence and Uniqueness of K..S..H Search Direction of Interior Point Algorithms for a Class of Quadratic Semidefinite Programming[J].Journal of Fujian Teachers University(Natural Science),2012,28(1):16-20. |
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| Authors: | YOU Yang ZHANG Sheng-gui |
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| Institution: | (School of Mathematics and Computer Science,Fujian Normal University,Fuzhou 350108,China) |
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| Abstract: | The primal dual algorithm for semidefinite programming is generalized to solve a class of quadratic semidefinite programming.The K..S..H direction of the algorithm is obtained via solving asystem of nonlinear equations by the classic Newton method,and the existence and uniqueness of the direction is proved. |
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| Keywords: | semidefinite programming quadratic semidefinite programming duality theory operator interior point algorithm direction of search |
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