| 带有混合约束的二次半定规划的内点算法 |
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| 引用本文： | 黎博,田志远,汪雪萍,杨婷婷.带有混合约束的二次半定规划的内点算法[J].青岛大学学报(自然科学版),2011,24(4):20-24. |
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| 作者姓名： | 黎博 田志远 汪雪萍 杨婷婷 |
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| 作者单位： | 青岛大学数学科学学院,山东青岛,266071 |
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| 基金项目： | 山东省高等学校科技计划项目(JI0LA05) |
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| 摘 要： | 研究带有混合约束的二次半定规划问题的内点算法。首先给出该问题的对偶问题和一种障碍函数，并建立相应的Lagrange函数，以此为基础给出内点算法，最后分析并证明了算法的全局收敛性。数值试验表明该算法是有效的。
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| 关 键 词： | 半定规划 内点算法 收敛性 |
An Interior-point Algorithm for Quadratic Semi-definite Programming with Mixed Constraints |
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| LI Bo,TIAN Zhi-yuan,WANG Xue-ping,YANG Ting-ting.An Interior-point Algorithm for Quadratic Semi-definite Programming with Mixed Constraints[J].Journal of Qingdao University(Natural Science Edition),2011,24(4):20-24. |
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| Authors: | LI Bo TIAN Zhi-yuan WANG Xue-ping YANG Ting-ting |
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| Affiliation: | LI Bo,TIAN Zhi-yuan,WANG Xue-ping,YANG Ting-ting(College of Mathematics,Qingdao University,Qingdao 266071,China) |
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| Abstract: | The interior-point algorithm for quadratic semi-definite programming with linear equality constraints and inequality constraints is studied.First the dual problem and the barrier function are given and the corresponding Lagrange function is developed,then an interior-point algorithm for solving this programming is studied.Finally it's proved that the algorithm is executable and convergent.Numerical experiments show that the algorithm is effective. |
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| Keywords: | semi-definite programming interior-point algorithm convergence |
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