A primal-dual interior point method for parametric semidefinite programming problems

被引:0
|
作者
Wang Zhemin
Zhou Kunping
Huang Zhenghai
机构
[1] Fudan University,Department of Statistics and Operations Research
关键词
Interior-point method; semidefinite programming problem; ε-approximate solution;
D O I
10.1007/BF02677677
中图分类号
学科分类号
摘要
On the basis of primal-dual approach, we present in this paper an interior point method that gives parametric ε-approximate solutions to parametric semi-definite programming problems. The method is finite, and the number of its iterations is quasi-polynomially bounded.
引用
收藏
页码:171 / 179
页数:8
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