Search directions in the SDP and the monotone SDLCP: generalization and inexact computation

被引：35

作者：

Kojima, M

Shida, M

Shindoh, S

机构：

[1] Tokyo Inst Technol, Dept Math & Comp Sci, Meguro Ku, Tokyo 152, Japan

[2] Kanagawa Univ, Fac Engn, Dept Math, Kanagawa Ku, Yokohama, Kanagawa 221, Japan

[3] Natl Def Acad, Dept Math & Phys, Yokosuka, Kanagawa 239, Japan

来源：

MATHEMATICAL PROGRAMMING | 1999年 / 85卷 / 01期

关键词：

interior-point methods; semidefinite programming; semidefinite linear complementarity problem; inexact computation; search direction;

D O I：

10.1007/s101070050046

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 [计算机软件与理论]; 0835 [软件工程];

摘要：

We propose a family of directions that generalizes many directions proposed so far in feasible-interior-point methods for the SDP (semidefinite programming) and for the monotone SDLCP (semidefinite linear complementarity problem). We derive the family from the Helmberg-Rendl-Vanderbei-Wolkowicz/Kojima-Shindoh-Hara/Monteiro direction by relaxing its "centrality equation" into a "centrality inequality." Using this family, we present a predictor-corrector infeasible-interior-point method to provide a theoretical basis for inexact computation of directions in primal-dual interior-point methods for the SDP.

引用

页码：51 / 80

页数：30

共 25 条

[1]

Primal-dual interior-point methods for semidefinite programming: Convergence rates, stability and numerical results [J].