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A predictor-corrector algorithm for QSDP combining Dikin-type and Newton centering steps
Nie, JW; Yuan, YX
2001
Source PublicationANNALS OF OPERATIONS RESEARCH
ISSN0254-5330
Volume103Pages:115-133
AbstractRecently, 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.
Keywordsemi-definite programming quadratic term potential function central path predictor step corrector step Dikin-type step Newton centering step
Language英语
WOS Research AreaOperations Research & Management Science
WOS SubjectOperations Research & Management Science
WOS IDWOS:000173045500007
PublisherKLUWER ACADEMIC PUBL
Citation statistics
Cited Times:21[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/16581
Collection中国科学院数学与系统科学研究院
AffiliationChinese Acad Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China
Recommended Citation
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.
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