基于自适应参数校正策略求解SDP的Mehrotra型内点算法A mehrotra-type algorithm for SDP based on a new adap-tive updating technique of barrier parameter
黄方艳;张明望;黄正伟;
摘要(Abstract):
最近,Salahi对线性规划提出了一个基于新的自适应参数校正策略的Mehrotra型预估-校正算法,该策略使其在不使用安全策略的情况下,证明了算法的多项式迭代复杂界.本文将这一算法推广到半定规划的情形.通过利用Zhang的对称化技术,得到了算法的多项式迭代复杂界,这与求解线性规划的相应算法有相同的迭代复杂性阶.
关键词(KeyWords): Mehrotra型算法;半定规划;迭代复杂性;对称化技术
基金项目(Foundation): 国家自然科学基金(71471102)
作者(Authors): 黄方艳;张明望;黄正伟;
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