Symmetricity of the solution of semidefinite programming

被引:0
作者
Kanno, Y. [1 ]
Ohsaki, M. [1 ]
Katoh, N. [1 ]
机构
[1] Kyoto Univ, Dept Architecture & Architectural Syst, , Sakyo, Kyoto 6068501, Japan
关键词
symmetricity; semidefinite programming; primal-dual interior point method; trusses;
D O I
10.1007/s00158-002-0232-0
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Symmetricity of an optimal solution of Semi-Definite Programming (SDP) is discussed based on the symmetry property of the central path that is traced by a primal-dual interior-point method. A symmetric SDP is defined by operators for rearranging elements of matrices and vectors, and the solution on the central path is proved to be symmetric. Therefore, it is theoretically guaranteed that a symmetric optimal solution is always obtained by using a primal-dual interior-point method even if there exist other asymmetric optimal solutions. The optimization problem of symmetric trusses under eigenvalue constraints is shown to be formulated as a symmetric SDP. Numerical experiments illustrate convergence to strictly symmetric optimal solutions.
引用
收藏
页码:225 / 232
页数:8
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