半定锥上具有O(n1/2L)复杂性的Mehrotra型预估矫正算法 |
| |
引用本文: | 李秀峰,孙良帅.半定锥上具有O(n1/2L)复杂性的Mehrotra型预估矫正算法[J].西安工业大学学报,2013(7):533-536,548. |
| |
作者姓名: | 李秀峰 孙良帅 |
| |
作者单位: | 西安电子科技大学数学与统计学院,西安710071 |
| |
基金项目: | 国家自然科学基金(61072144) |
| |
摘 要: | 文中将文献线性规划中的Mehrotra型预估矫正算法推广到半定规划,提出一种求解半定规划问题的Mehrotra型预估矫正算法,该算法基于NT方向,证明了该算法具有目前最好的的迭代复杂性O(n1/2L).
|
关 键 词: | 半定规划 内点方法 预估矫正算法 宽领域算法 多项式复杂性 |
Mehrotra-Type Predictor-Corrector Algorithm with-Iteration Complexity |
| |
Authors: | LI Xiu-feng SUN Liang-shuai |
| |
Affiliation: | (School of Mathematics and Statistics,Xidian University,Xi’an 710071,China) |
| |
Abstract: | The Mehrotra-type predictor-corrector algorithm from linear programming is extended to semidefinite programming.The paper proposes a new Mehrotra-type predictor-corrector interior point algorithm for semidefinite programming based on NT direction.It has been shown that the O(√nL)iteration complexity of the algorithm is now the best. |
| |
Keywords: | semidefinite programming interior point methods predictor-corrector algorithm wide neighborhood algorithm polynomial complexity |
本文献已被 CNKI 维普 等数据库收录! |