The primal-dual potential reduction algorithm for positive semi-definite programming
文献类型：期刊论文
| 作者 | Huang, SM |
| 刊名 | JOURNAL OF COMPUTATIONAL MATHEMATICS
 |
| 出版日期 | 2003-05-01 |
| 卷号 | 21期号:3页码:339-346 |
| 关键词 | positive semi-definite programming potential reduction algorithms complexity |
| ISSN号 | 0254-9409 |
| 英文摘要 | In this paper we introduce a primal-dual potential reduction algorithm for positive semi-definite programming. Using the symetric preserving scalings for both primal and dual interior matrices, we can construct an algorithm which is very similar to the primal-dual potential reduction algorithm of Huang and Kortanek [6] for linear programming. The complexity of the algorithm is either 0(n log(X-0 . S-0/epsilon) or O(rootnlog(X-0 . S-0/epsilon) depends on the value of rho in the primal-dual potential function, where X-0 and S-0 is the initial interior matrices of the positive semi-definite programming. |
| 语种 | 英语 |
| WOS记录号 | WOS:000183218200009 |
| 出版者 | VSP BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/18181]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Inst Policy & Management, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Huang, SM. The primal-dual potential reduction algorithm for positive semi-definite programming[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2003,21(3):339-346. |
| APA | Huang, SM.(2003).The primal-dual potential reduction algorithm for positive semi-definite programming.JOURNAL OF COMPUTATIONAL MATHEMATICS,21(3),339-346. |
| MLA | Huang, SM."The primal-dual potential reduction algorithm for positive semi-definite programming".JOURNAL OF COMPUTATIONAL MATHEMATICS 21.3(2003):339-346. |
入库方式： OAI收割
来源：数学与系统科学研究院
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