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文献详情 >Semidefinite programming: A pa... 收藏

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

Semidefinite 编程: 为 LinearQuadratic 的一个路径追随者算法功能

作     者:Faybusovich, L 

作者机构:Department of Mathematics University of Notre Dame Mail Distribution Center Notre Dame IN 46556-5683 United States 

出 版 物:《SIAM JOURNAL ON OPTIMIZATION》 (工业与应用数学会最优化杂志)

年 卷 期:1996年第6卷第4期

页      面:1007-1024页

核心收录:

学科分类:07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主  题:quadratic programming interior-point methods semidefinite programming 

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.

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