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Projection and contraction methods for semidefinite programming
Han, QM
1998-09-15
Source PublicationAPPLIED MATHEMATICS AND COMPUTATION
ISSN0096-3003
Volume95Issue:2-3Pages:275-289
AbstractRecently, He (1992, 1994a,b, 1996) presented some iterative projection and contraction (PC) methods for linear variational inequalities. Its simplicity, robustness and ability to handle large problems has attracted a lot of attention. This paper extends the PC methods from linear programming to semidefinite programming (SDP). The SDP problem is transformed into an equivalent projection equation, which is solved by PC methods. Some promising numerical results obtained from a preliminary implementation are included. (C) 1998 Elsevier Science Inc. All rights reserved.
Keywordsemidefinite programming linear programming projection and contraction method projection equation
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000075418000013
PublisherELSEVIER SCIENCE INC
Citation statistics
Cited Times:4[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/13473
Collection中国科学院数学与系统科学研究院
AffiliationChinese Acad Sci, Inst Appl Math, Beijing, Peoples R China
Recommended Citation
GB/T 7714
Han, QM. Projection and contraction methods for semidefinite programming[J]. APPLIED MATHEMATICS AND COMPUTATION,1998,95(2-3):275-289.
APA Han, QM.(1998).Projection and contraction methods for semidefinite programming.APPLIED MATHEMATICS AND COMPUTATION,95(2-3),275-289.
MLA Han, QM."Projection and contraction methods for semidefinite programming".APPLIED MATHEMATICS AND COMPUTATION 95.2-3(1998):275-289.
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