Semidefinite programming: A path-following algorithm for a linear-quadratic functional

被引：7

作者：

Faybusovich, L

机构：

[1] Department of Mathematics, University of Notre Dame, Mail Distribution Center, Notre Dame

来源：

SIAM JOURNAL ON OPTIMIZATION | 1996年 / 6卷 / 04期

关键词：

quadratic programming; interior-point methods; semidefinite programming;

D O I：

10.1137/S1052623494270741

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We construct a class of path-following algorithms for solving semidefinite problems with linear-quadratic functionals. Complexity estimates similar to the best known for the case of the standard convex quadratic programming problem are obtained. Complete proofs of all results are included.

引用

页码：1007 / 1024

页数：18

共 19 条

[1] ALIZADEH F, 1994, PRIMAL DUAL INTERIOR
[2] ALIZADEH F, 1992, ADV OPTIMIZATION PAR
[3] THE NONLINEAR GEOMETRY OF LINEAR-PROGRAMMING .1. AFFINE AND PROJECTIVE SCALING TRAJECTORIES
BAYER, DA
LAGARIAS, JC
[J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1989, 314 (02) : 499 - 526
[4] METHOD OF CENTERS FOR MINIMIZING GENERALIZED EIGENVALUES
BOYD, S
ELGHAOUI, L
[J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 1993, 188 : 63 - 111
[5] BOYD S, 1995, MATH PROGRAM, V69, P205
[6] Boyd S., 1994, SIAM
[7] den Hertog D., 1994, Interior Point Approach to Linear, Quadratic and Convex Programming
[8] ON A MATRIX GENERALIZATION OF AFFINE-SCALING VECTOR-FIELDS
FAYBUSOVICH, L
[J]. SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 1995, 16 (03) : 886 - 897
[9] FAYBUSOVICH L, 1995, J NONLINEAR SCI, V5, P11
[10] PATH-FOLLOWING METHODS FOR LINEAR-PROGRAMMING
GONZAGA, CC
[J]. SIAM REVIEW, 1992, 34 (02) : 167 - 224

← 1 2 →