摘要
基于Chen-Mangasarian光滑函数,给出一个求解半定规划的非内部连续化算法.所给算法拥有一些好的特性,在较弱的条件下,证明了算法有好的定义而且全局(线性)收敛到一个原问题的最优解.
Based on the Chen-Mangasarian smoothing function, a non-interior continuation method for solving semidefinite programming is proposed, which possesses a few attracting features. Under mild conditions, it is proved that the algorithm is well defined and globally linearly convergent to a optimization solution of primary problem.
出处
《泰山学院学报》
2004年第3期20-23,共4页
Journal of Taishan University
关键词
半定规划
非内部连续化
牛顿算法
光滑函数
全局线性收敛性
semidefinite programming
non-interior continuation method
global convergence
global linear convergence
