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131.
A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization 总被引:7,自引:0,他引:7
In this paper, we present a nonlinear programming algorithm for solving semidefinite programs (SDPs) in standard form. The
algorithm's distinguishing feature is a change of variables that replaces the symmetric, positive semidefinite variable X of the SDP with a rectangular variable R according to the factorization X=RR
T
. The rank of the factorization, i.e., the number of columns of R, is chosen minimally so as to enhance computational speed while maintaining equivalence with the SDP. Fundamental results
concerning the convergence of the algorithm are derived, and encouraging computational results on some large-scale test problems
are also presented.
Received: March 22, 2001 / Accepted: August 30, 2002 Published online: December 9, 2002
Key Words. semidefinite programming – low-rank factorization – nonlinear programming – augmented Lagrangian – limited memory BFGS
This research was supported in part by the National Science Foundation under grants CCR-9902010, INT-9910084, CCR-0203426
and CCR-0203113 相似文献
132.
Curtis T. Mcmullen 《Acta Mathematica》2003,191(2):191-223
133.
134.
Sławomir Rams 《manuscripta mathematica》2003,111(1):29-41
We study the geometry and codes of quartic surfaces with many cusps. We apply Gr?bner bases to find examples of various configurations
of cusps on quartics.
Received: 10 May 2002 / Revised version: 11 November 2002
Published online: 3 March 2003
Permanent address: Institute of Mathematics, Jagiellonian University, ul. Reymonta 4, 30-059 Kraków, Poland. e-mail: rams@mi.uni-erlangen.de,
rams@im.uj.edu.pl
Research partially supported by the Schwerpunktprogramm ``Global methods in complex geometry' of the Deutsche Forschungsgemeinschaft,
and by EAGER.
Mathematics Subject Classification (2000): 14J25, 14J17 相似文献
135.
A frequently occurring problem is to find a probability vector,p∈D, which minimizes theI-divergence between it and a given probability vector π. This is referred to as theI-projection of π ontoD. Darroch and Ratcliff (1972,Ann. Math. Statist.,43, 1470–1480) gave an algorithm whenD is defined by some linear equalities and in this paper, for simplicity of exposition, we propose an iterative procedure whenD is defined by some linear inequalities. We also discuss the relationship betweenI-projection and the maximum likelihood estimation for multinomial distribution. All of the results can be applied to isotonic
cone. 相似文献
136.
LetF be a class of groups andG a group. We call a set Σ of subgroups ofG aG-covering subgroup system for the classF (or directly aF-covering subgroup system ofG) ifG ∈F whenever every subgroup in Σ is inF. In this paper, we provide some nontrivial sets of subgroups of a finite groupG which are simultaneouslyG-covering subgroup systems for the classes of supersoluble and nilpotent groups.
Research of the first author is supported by the NNSF of China (Grant No. 10171086) and QLGCF of Jiangsu Province and a Croucher
Fellowship of Hong Kong.
Research of the second author is partially supported by a UGC (HK) grant #2060176 (2001/2002). 相似文献
137.
We shall give, in an optimal form, a sufficient numerical condition for the finiteness of the fundamental group of the smooth
locus of a normal K3 surface. We shall moreover prove that, if the normal K3 surface is elliptic and the above fundamental
group is not finite, then there is a finite covering which is a complex torus.
Received: 13 April 2001 / Published online: 16 October 2002
RID="⋆"
ID="⋆" Supported by Korea Research Foundation Grant(KRF-2001-041-D00025)
Mathematics Subject Classification (2000): 14J28 相似文献
138.
Kazuo Akutagawa 《Mathematische Zeitschrift》2003,243(1):85-98
For a supergroup , we describe an obstruction to the existence of positive scalar curvature metrics with minimal boundary condition on a compact
n-dimensional -manifold W with nonempty boundary M, , in terms of the bordism class [M] in the Stolz obstruction group associated to [St2]. In par ticular, when W is a 5-dimensional spin manifold and the -invariant of a connected component of M is nonzero, we prove that W does not admit a positive scalar curvature metric with minimal boundary condition.
Received: 4 July 2001; in final form: 5 February 2002 / Published online: 8 November 2002
RID="*"
ID="*" Partially supported by the Grants-in-Aid for Scientific Research (C), Japan Society for the Promotion of Science, No.
11640070. 相似文献
139.
This paper deals with the solvability of boundary value problems for singular integral equations of the form (i)-(ii).By an algebraic method we reduce the problem (i)-(ii) to a system of linear algebraic equations which gives all solutions in a closed form.AMS Subject Classification: 47G05, 45GO5, 45E05 相似文献
140.
Guanggui Ding 《中国科学A辑(英文版)》2003,46(3):333-338
In this paper, we first derive the representation theorem of onto isometric mappings in the unit spheres of l
p
(Г) (@#@(p >) 1,p ≠ 2 type spaces, and then we conclude that such mappings can be extended to the whole space as real linear isometries
by using the previous result of the author. 相似文献