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
刊名	JOURNAL OF COMPUTATIONAL MATHEMATICS
	2003
卷号	21 期号:3 页码:8,339-346
关键词	positive semi-definite programming potential reduction algorithms complexity
ISSN号	0254-9409
中文摘要	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.
学科主题	Mathematics, Applied; Mathematics
收录类别	SCI
语种	英语
WOS记录号	WOS:000183218200009
公开日期	2012-11-12
内容类型	期刊论文
源URL	[http://ir.casipm.ac.cn/handle/190111/5253]
专题	科技战略咨询研究院_中国科学院科技政策与管理科学研究所(1985年6月-2015年12月)
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):8,339-346.
APA	Huang, SM.(2003).The primal-dual potential reduction algorithm for positive semi-definite programming.JOURNAL OF COMPUTATIONAL MATHEMATICS,21(3),8,339-346.
MLA	Huang, SM."The primal-dual potential reduction algorithm for positive semi-definite programming".JOURNAL OF COMPUTATIONAL MATHEMATICS 21.3(2003):8,339-346.