A potential reduction algorithm for an extended SDP problem |
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| Authors: | NIE Jiawang YUAN Yaxiang |
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| Institution: | State Key Laboratory of Scientific and Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, Beijing 100080, China |
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| Abstract: | An extended semi-definite programming, the SDP with an additional quadratic term in the objective function, is studied. Our generalization is similar to the generalization from linear programming to quadratic programming. Optimal conditions for this new class of problems are discussed and a potential reduction algorithm for solving QSDP problems is presented. The convergence properties of this algorithm are also given. |
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| Keywords: | quadratic semi-definite programming potential reduction method convergence |
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