| 二次半定规划问题及其投影收缩算法 |
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| 引用本文： | 关秀翠,刁在筠.二次半定规划问题及其投影收缩算法[J].高等学校计算数学学报,2002,24(2):97-108. |
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| 作者姓名： | 关秀翠 刁在筠 |
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| 作者单位： | 1. 河北大学数学与计算机学院数学系,保定,071002
2. 山东大学数学院,济南,250100 |
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| 基金项目： | 国家自然科学基金，教育部博士点基金资助课题. |
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| 摘 要： | In this paper,we discuss the relations among the quadratic semi-definite programming problem,the linear semi-definite porgramming and the linearquadratic semi-definite programming problem.The duality theories are presented.After proving the equivalence of its optimality conditions and monotonous linear variational inequalities,we use the projection and contraction algorithms to solve(QSDP),We present the algorithms and its convergence analysis.
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| 关 键 词： | 二次半定规划问题 投影收缩算法 线性规划 |
THE QUADRATIC SEMI-DEFINITE PROGRAMMING PROBLEM AND ITS PROJECTION AND CONTRACTION ALGORITHM |
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| Guan Xiucui.THE QUADRATIC SEMI-DEFINITE PROGRAMMING PROBLEM AND ITS PROJECTION AND CONTRACTION ALGORITHM[J].Numerical Mathematics A Journal of Chinese Universities,2002,24(2):97-108. |
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| Authors: | Guan Xiucui |
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| Abstract: | In this paper, we discuss the relations among the quadratic semi-definite programming problem, the linear semi-definite programming and the linear-quadratic semi-definite programming problem. The duality theories are presented. After proving the equivalence of its optimality conditions and monotonous linear variational inequalities, we use the projection and contraction algorithms to solve (QSDP). We present the algorithms and its convergence analysis. |
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| Keywords: | quadratic semi-definite programming problem projection equation variational inequalities projection and contraction algorithms |
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