A predictor-corrector algorithm for QSDP combining Dikin-type and Newton centering steps

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	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.