A POLYNOMIAL-TIME INTERIOR-POINT ALGORITHM FOR CONVEX QUADRATIC SEMIDEFINITE OPTIMIZATION

被引：5

作者：

Bai, Y. Q. ^{[1
]}

Wang, F. Y. ^{[1
]}

Luo, X. W. ^{[1
]}

机构：

[1] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China

来源：

RAIRO-OPERATIONS RESEARCH | 2010年 / 44卷 / 03期

基金：

中国国家自然科学基金;

关键词：

Convex quadratic semidefinite optimization; interior-point algorithm; small-update method; iteration bound; polynomial-time; SDP;

D O I：

10.1051/ro/2010016

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper we propose a primal-dual interior-point algorithm for convex quadratic semidefinite optimization problem. The search direction of algorithm is defined in terms of a matrix function and the iteration is generated by full-Newton step. Furthermore, we derive the iteration bound for the algorithm with small-update method, namely, O(root n log n/epsilon), which is best-known bound so far.

引用

页码：251 / 265

页数：15

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