In this paper, we present a large-update interior-point algorithm for convex quadratic semi-definite optimization based on a new kernel function. The proposed function is strongly convex. It is not self-regular functi...In this paper, we present a large-update interior-point algorithm for convex quadratic semi-definite optimization based on a new kernel function. The proposed function is strongly convex. It is not self-regular function and also the usual logarithmic function. The goal of this paper is to investigate such a kernel function and show that the algorithm has favorable complexity bound in terms of the elegant analytic properties of the kernel function. The complexity bound is shown to be O(√n(logn)2 log e/n). This bound is better than that by the classical primal-dual interior-point methods based on logarithmic barrier function and in optimization fields. Some computational results recent kernel functions introduced by some authors have been provided.展开更多
Let S = {1,1/2,1/2^2,…,1/∞ = 0} and I = [0, 1] be the unit interval. We use ↓USC(S) and ↓C(S) to denote the families of the regions below of all upper semi-continuous maps and of the regions below of all conti...Let S = {1,1/2,1/2^2,…,1/∞ = 0} and I = [0, 1] be the unit interval. We use ↓USC(S) and ↓C(S) to denote the families of the regions below of all upper semi-continuous maps and of the regions below of all continuous maps from S to I and ↓C0(S) = {↓f∈↓C(S) : f(0) = 0}. ↓USC(S) endowed with the Vietoris topology is a topological space. A pair of topological spaces (X, Y) means that X is a topological space and Y is its subspace. Two pairs of topological spaces (X, Y) and (A, B) are called pair-homeomorphic (≈) if there exists a homeomorphism h : X→A from X onto A such that h(Y) = B. It is proved that, (↓USC(S),↓C0(S)) ≈(Q, s) and (↓USC(S),↓C(S)/ ↓C0(S))≈(Q, c0), where Q = [-1,1]^ω is the Hilbert cube and s = (-1,1)^ω,c0= {(xn)∈Q : limn→∞= 0}. But we do not know what (↓USC(S),↓C(S))is.展开更多
基金Supported by Natural Science Foundation of Hubei Province of China (Grant No. 2008CDZ047)
文摘In this paper, we present a large-update interior-point algorithm for convex quadratic semi-definite optimization based on a new kernel function. The proposed function is strongly convex. It is not self-regular function and also the usual logarithmic function. The goal of this paper is to investigate such a kernel function and show that the algorithm has favorable complexity bound in terms of the elegant analytic properties of the kernel function. The complexity bound is shown to be O(√n(logn)2 log e/n). This bound is better than that by the classical primal-dual interior-point methods based on logarithmic barrier function and in optimization fields. Some computational results recent kernel functions introduced by some authors have been provided.
基金The NNSF (10471084) of China and by Guangdong Provincial Natural Science Foundation(04010985).
文摘Let S = {1,1/2,1/2^2,…,1/∞ = 0} and I = [0, 1] be the unit interval. We use ↓USC(S) and ↓C(S) to denote the families of the regions below of all upper semi-continuous maps and of the regions below of all continuous maps from S to I and ↓C0(S) = {↓f∈↓C(S) : f(0) = 0}. ↓USC(S) endowed with the Vietoris topology is a topological space. A pair of topological spaces (X, Y) means that X is a topological space and Y is its subspace. Two pairs of topological spaces (X, Y) and (A, B) are called pair-homeomorphic (≈) if there exists a homeomorphism h : X→A from X onto A such that h(Y) = B. It is proved that, (↓USC(S),↓C0(S)) ≈(Q, s) and (↓USC(S),↓C(S)/ ↓C0(S))≈(Q, c0), where Q = [-1,1]^ω is the Hilbert cube and s = (-1,1)^ω,c0= {(xn)∈Q : limn→∞= 0}. But we do not know what (↓USC(S),↓C(S))is.