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The primal-dual potential reduction algorithm for positive semi-definite programming
Huang, SM
2003-05-01
Source PublicationJOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN0254-9409
Volume21Issue:3Pages:339-346
AbstractIn this paper we introduce a primal-dual potential reduction algorithm for positive semi-definite programming. Using the symetric preserving scalings for both primal and dual interior matrices, we can construct an algorithm which is very similar to the primal-dual potential reduction algorithm of Huang and Kortanek [6] for linear programming. The complexity of the algorithm is either 0(n log(X-0 . S-0/epsilon) or O(rootnlog(X-0 . S-0/epsilon) depends on the value of rho in the primal-dual potential function, where X-0 and S-0 is the initial interior matrices of the positive semi-definite programming.
Keywordpositive semi-definite programming potential reduction algorithms complexity
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied ; Mathematics
WOS IDWOS:000183218200009
PublisherVSP BV
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/18182
Collection中国科学院数学与系统科学研究院
AffiliationChinese Acad Sci, Acad Math & Syst Sci, Inst Policy & Management, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
Huang, SM. The primal-dual potential reduction algorithm for positive semi-definite programming[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2003,21(3):339-346.
APA Huang, SM.(2003).The primal-dual potential reduction algorithm for positive semi-definite programming.JOURNAL OF COMPUTATIONAL MATHEMATICS,21(3),339-346.
MLA Huang, SM."The primal-dual potential reduction algorithm for positive semi-definite programming".JOURNAL OF COMPUTATIONAL MATHEMATICS 21.3(2003):339-346.
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