桂林电子科技大学学报2012，Vol.32Issue(5)：416-420,5.
基于凝聚函数的半定规划光滑化牛顿法
A smoothing Newton method of SDP based on aggregate function
摘要
Abstract
Aiming at nondiffierentiable phenomenon of semidefinite programming (SDP), maximum entropy function principle was used in SDP complementary problem to get the expanded aggregate function. Combined with the idea of smoothing, the optimal conditions of SDP problem were transformed into an equivalent smooth equation and a smoothing Newton method for SDP was constructed. Finally, both global convergence and local second-order convergence of the algorithm were proved.关键词
半定规划/凝聚函数/全局收敛性/二阶收敛性Key words
semidefinite programming/ aggregate function/ global convergence/ second-order convergence分类
数理科学引用本文复制引用
朱华丽,贵竹青,朱志斌..基于凝聚函数的半定规划光滑化牛顿法[J].桂林电子科技大学学报,2012,32(5):416-420,5.基金项目
国家自然科学基金(11061011) （11061011）
广西杰出青年基金(2012GXNSFFA060003) （2012GXNSFFA060003）
广西研究生教育创新计划项目(2011105950701M26) （2011105950701M26）
