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A PRIMAL-DUAL INTERIOR POINT METHOD FOR PARAMETRIC SEMIDEFINITE PROGRAMMING PROBLEMS

A PRIMAL-DUAL INTERIOR POINT METHOD FOR PARAMETRIC SEMIDEFINITE PROGRAMMING PROBLEMS
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摘要 On the basis of primal-dual approach, we present in this paper an interior point method that gives parametric E-approximate solutions to parametric semi-definite programming problems. The method is finite, and the number of its iterations is quasi-polynomially bounded. On the basis of primal-dual approach, we present in this paper an interior point method that gives parametric E-approximate solutions to parametric semi-definite programming problems. The method is finite, and the number of its iterations is quasi-polynomially bounded.
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2000年第2期171-179,共9页 应用数学学报(英文版)
基金 the National Natural Science Foundation of China!19871016
关键词 Interior-point method semidefinite programming problem ε-approximate solution Interior-point method semidefinite programming problem ε-approximate solution
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参考文献5

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