Projection and contraction methods for semidefinite programming

被引：5

作者：

Han, QM ^{[1
]}

机构：

[1] Chinese Acad Sci, Inst Appl Math, Beijing, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 1998年 / 95卷 / 2-3期

关键词：

semidefinite programming; linear programming; projection and contraction method; projection equation;

D O I：

10.1016/S0096-3003(97)10113-8

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Recently, He (1992, 1994a,b, 1996) presented some iterative projection and contraction (PC) methods for linear variational inequalities. Its simplicity, robustness and ability to handle large problems has attracted a lot of attention. This paper extends the PC methods from linear programming to semidefinite programming (SDP). The SDP problem is transformed into an equivalent projection equation, which is solved by PC methods. Some promising numerical results obtained from a preliminary implementation are included. (C) 1998 Elsevier Science Inc. All rights reserved.

引用

页码：275 / 289

页数：15

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