The primal-dual potential reduction algorithm for positive semi-definite programming

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	The primal-dual potential reduction algorithm for positive semi-definite programming
	Huang, SM
	2003-05-01
发表期刊	JOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN	0254-9409
卷号	21 期号:3 页码:339-346
摘要	In 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.
关键词	positive semi-definite programming potential reduction algorithms complexity
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000183218200009
出版者	VSP BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/18182
专题	中国科学院数学与系统科学研究院
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Inst Policy & Management, Beijing 100080, Peoples R China
推荐引用方式 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.