| A PRIMAL-DUAL INTERIOR POINT METHOD FOR PARAMETRIC SEMIDEFINITE PROGRAMMING PROBLEMS |
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| 作者姓名： | 王哲民 周昆平 黄正海 |
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| 作者单位： | Department of Statistics and Operations Research，Fudan University，Shanghai 200433，China |
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| 基金项目： | the National Natural Science Foundation of China!19871016 |
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| 摘 要： | 1.IntroductionSemidefiniteprogrammingunifiesquiteanumberofstandardmathematicalprogrammingproblems,suchaslinearprogrammingproblems,quadraticminimizationproblemswithconvexquadraticconstraints.Italsofindsmanyapplicationsinengineering,control,andcombinatorialoptimizationl,2].Inthepastfewyears,aquitenumberofresearchworkbasedoninteriorpointmethodsgaveattentiontoparametricsemidefiniteprogrammingproblems3,4]fwherediscussionsaremostlyrelatedtopostoptimalandparametricanalysis.Inthispapergwefocusoureff…
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| 关 键 词： | Interior-point method semidefinite programming problem ε-approximate solution |
| 收稿时间： | 13 April 1998 |
A primal-dual interior point method for parametric semidefinite programming problems |
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| Wang Zhemin,Zhou Kunping,Huang Zhenghai.A PRIMAL-DUAL INTERIOR POINT METHOD FOR PARAMETRIC SEMIDEFINITE PROGRAMMING PROBLEMS[J].Acta Mathematicae Applicatae Sinica,2000,16(2):171-179. |
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| Authors: | Wang Zhemin Zhou Kunping Huang Zhenghai |
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| Institution: | (1) Department of Statistics and Operations Research, Fudan University, 200433 Shanghai, China |
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| Abstract: | On the basis of primal-dual approach, we present in this paper an interior point method that gives parametric E-approximate solutions to parametric semi-definite programming problems. The method is finite, and the number of its iterations is quasi-polynomially bounded. |
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| Keywords: | Interior-point method semidefinite programming problem ε -approximate solution |
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