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半定规划的一个新的宽邻域非可行内点算法
引用本文:冯增哲,张西学,刘建波,房亮.半定规划的一个新的宽邻域非可行内点算法[J].运筹学杂志,2014(2):49-58.
作者姓名:冯增哲  张西学  刘建波  房亮
作者单位:[1]泰山医学院信息工程学院,山东泰安271016 [2]泰山医学院科研处,山东泰安271016 [3]泰山学院数学与统计学院,山东泰安271021
基金项目:山东省自然科学基金(No.ZR2013AM017),山东省高等学校科技计划项目(No.J11LA55)
摘    要:基于一种新的宽邻域,提出一个求解半定规划的新的非可行内点算法.在适当的假设条件下,证明了该算法具有较好的迭代复杂界O(√nL),优于目前此类算法的最好的复杂性O(n√nL),等同于可行内点算法.

关 键 词:半定规划  非可行内点法  宽邻域  迭代复杂界

A new wide neighborhood infeasible interior-point algorithm for semidefinite programming
Authors:FENG Zengzhe  ZHANG Xixue  LIU Jianbo  FANG Liang
Institution:1College of Information and Engineering, Taishan Medical University, Tai'an 271016, Shandong, China ;2. Department of Scientific Research, Waishan Medical University, Tai'an 271016, Shandong, China ; 3. College of Mathematics and Statistics, Waishan Uni- versity, Tai'an 271021, Shandong, China)
Abstract:A new infeasible interior-point algorithm for solving semidefinite programming is proposed, based on a new wide neighborhood. Under suitable assumptions, it shows that the algorithm's iterate complexity bound is O(√nL), which is better than the best result O(n√nL) in this class algorithm so far, and is the same as the best known bound of feasible interior point algorithms.
Keywords:semidefinite programming  infeasible interior-point algorithm  wide neigh- borhood  iteration complexity bound
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