KMS Of Academy of mathematics and systems sciences, CAS
A predictor-corrector algorithm for QSDP combining Dikin-type and Newton centering steps | |
Nie, JW; Yuan, YX | |
2001 | |
发表期刊 | ANNALS OF OPERATIONS RESEARCH |
ISSN | 0254-5330 |
卷号 | 103页码:115-133 |
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. |
关键词 | semi-definite programming quadratic term potential function central path predictor step corrector step Dikin-type step Newton centering step |
语种 | 英语 |
WOS研究方向 | Operations Research & Management Science |
WOS类目 | Operations Research & Management Science |
WOS记录号 | WOS:000173045500007 |
出版者 | KLUWER ACADEMIC PUBL |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/16581 |
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. |
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