半定规划的一个新的宽邻域非可行内点算法 |
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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. |
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作者姓名: | 冯增哲 张西学 刘建波 房亮 |
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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 |
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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) |
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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.
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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 |
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Authors: | FENG Zengzhe ZHANG Xixue LIU Jianbo FANG Liang |
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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) |
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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. |
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Keywords: | semidefinite programming infeasible interior-point algorithm wide neigh- borhood iteration complexity bound |
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