| 半定规划的一种非内点光滑化算法 |
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| 引用本文： | 王淑华. 半定规划的一种非内点光滑化算法[J]. 绍兴文理学院学报, 2006, 26(2): 24-27 |
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| 作者姓名： | 王淑华 |
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| 作者单位： | 绍兴文理学院数学系,浙江绍兴312000 |
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| 摘 要： | 通过对半定规划的KKT最优化条件的等价转化，给出求解半定规划的一种非内点光滑化算法，并对其收敛性进行分析，结果表明该算法在适当假设条件下具有二次收敛性．
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| 关 键 词： | 半定规划 半光滑 牛顿法 二次收敛性 |
| 文章编号： | 1008-293X（2006）08-0024-04 |
| 收稿时间： | 2006-03-16 |
A Non- Interior Smoothing Algorithm for Semidefinite Programming |
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| Wang Shuhua. A Non- Interior Smoothing Algorithm for Semidefinite Programming[J]. Journal of Shaoxing College of Arts and Sciences, 2006, 26(2): 24-27 |
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| Authors: | Wang Shuhua |
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| Abstract: | Based on the equivalent transformation for the optimality conditions of the semidefinite programming, a non -interior smoothing algorithm for semidefinite programming is proposed., and its convergence is analysed. The algorithm is shown to be quadratically convergent under suitable assumptions. |
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| Keywords: | semidefinite programming semismoothness Newton's method quadratic convergence |
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