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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.