广西科学2016，Vol.23Issue(5)：396-403,8.DOI:10.13656/j.cnki.gxkx.20161121.007
二次半定规划一个原始对偶路径跟踪算法
A Primal-dual Path-following Algorithm for Quadratic Semi-definite Programming
摘要
Abstract
A primal-dual path-following algorithm based on H..K..M direction for quadratic semi-definite programming problems(QSDP)is proposed.Firstly,the system of linear equa-tions yielding the H..K..M direction are derived,and the existence and uniqueness of the search direction are shown;Secondly,the algorithm is described in detail.We show that the it-erates generated by the algorithm can fall into some neighborhood of the central path under some mild conditions.Finally,a preliminary numerical experiment is performed for the algo-rithm by using Matlab (R2011b)mathematical software,and the numerical results show that the proposed algorithm is effective.关键词
二次半定规划/原始对偶/算法/路径跟踪/中心路径Key words
quadratic semi-definite programming/primal-dual/algorithm/path-following/central path分类
管理科学引用本文复制引用
黎健玲,王培培..二次半定规划一个原始对偶路径跟踪算法[J].广西科学,2016,23(5):396-403,8.基金项目
国家自然科学基金项目(No.11561005)和广西自然科学基金项目(2016GXNSFAA380248,2014GXSFFA118001)资助。 （No.11561005）
