| 凸二次半定规划一个长步原始对偶路径跟踪算法 |
| |
| 引用本文： | 黎健玲,王培培,曾友芳,简金宝. 凸二次半定规划一个长步原始对偶路径跟踪算法[J]. 应用数学学报, 2020, 0(1): 12-32 |
| |
| 作者姓名： | 黎健玲 王培培 曾友芳 简金宝 |
| |
| 作者单位： | 广西大学数学与信息科学学院;广西民族大学理学院 |
| |
| 基金项目： | 国家自然科学基金(11561005);广西自然科学基金(2016GXNSFAA380248)资助项目 |
| |
| 摘 要： | 本文基于Nesterov-Todd方向,并引进中心路径测量函数以及原始对偶对数障碍函数,建立了一个求解凸二次半定规划的长步路径跟踪法.算法保证当迭代点落在中心路径附近时步长1被接受.算法至多迭代O(n|lnε|)次可得到一个ε最优解.论文最后报告了初步的数值试验结果.
|
| 关 键 词： | 凸二次半定规划 中心路径 Nesterov-Todd方向 路径跟踪算法 迭代复杂性 |
A Long Step Primal-Dual Path-following Algorithm for Convex Quadratic Semidefinite Programming |
| |
| Affiliation: | (College of Mathematics and Information Science,Guangxi University,Nanning 530004,China;College of Science,Guangxi University for Nationalities,Nanning 530006,China) |
| |
| Abstract: | In this paper,based on Nesterov-Todd direction,and by introducing a measure for the central path and a primal-dual logarithmic barrier function,a long step primaldual path-following lgorithm for convex quadratic semidefinite programming is presented.The algorithm ensures that the step size 1 is accepted when the iterative point falls into the neighborhood of the central path.An ε-optimal solution is obtained after at most O(n|ln εε|)iterations.Some preliminary numerical results are reported. |
| |
| Keywords: | convex quadratic semidefinite programming central path Nesterov-Todd direction path-following algorithm iterative complexity |
| 本文献已被 CNKI 维普 等数据库收录！ |
|
