A predictor-corrector algorithm for QSDP combining Dikin-type and Newton centering steps
文献类型：期刊论文
| 作者 | Nie, JW; Yuan, YX |
| 刊名 | ANNALS OF OPERATIONS RESEARCH
 |
| 出版日期 | 2001 |
| 卷号 | 103页码:115-133 |
| 关键词 | semi-definite programming quadratic term potential function central path predictor step corrector step Dikin-type step Newton centering step |
| ISSN号 | 0254-5330 |
| 英文摘要 | Recently, we have extended SDP by adding a quadratic term in the objective function and give a potential reduction algorithm using NT directions. This paper presents a predictor-corrector algorithm using both Dikin-type and Newton centering steps and studies properties of Dikin-type step. In this algorithm, when the condition K(XS) is less than a given number K-0, we use Dikin-type step. Otherwise, Newton centering step is taken. In both cases, step-length is determined by line search. We show that at,least a constant reduction in the potential function is guaranteed. Moreover the algorithm is proved to terminate in O(rootn log(1/epsilon)) steps. In the end of this paper, we discuss how to compute search direction (DeltaX, DeltaS) using the conjugate gradient method. |
| WOS研究方向 | Operations Research & Management Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000173045500007 |
| 出版者 | KLUWER ACADEMIC PUBL |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/16580]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Yuan, YX |
| 作者单位 | Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Nie, JW,Yuan, YX. A predictor-corrector algorithm for QSDP combining Dikin-type and Newton centering steps[J]. ANNALS OF OPERATIONS RESEARCH,2001,103:115-133. |
| APA | Nie, JW,&Yuan, YX.(2001).A predictor-corrector algorithm for QSDP combining Dikin-type and Newton centering steps.ANNALS OF OPERATIONS RESEARCH,103,115-133. |
| MLA | Nie, JW,et al."A predictor-corrector algorithm for QSDP combining Dikin-type and Newton centering steps".ANNALS OF OPERATIONS RESEARCH 103(2001):115-133. |
入库方式： OAI收割
来源：数学与系统科学研究院
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