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

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.