A potential reduction algorithm for an extended SDP problem

An extended semi-definite programming, the SDP with an additional quadratic term in the objective function, is studied. Our generalization is similar to the generalization from linear programming to quadratic programming. Optimal conditions for this new class of problems are discussed and a potentia...

Full description

Saved in:
Bibliographic Details
Published inScience China. Mathematics Vol. 43; no. 1; pp. 35 - 46
Main Authors Nie, Jiawang, Yuan, Yaxiang
Format Journal Article
LanguageEnglish
Published Heidelberg Springer Nature B.V 01.01.2000
State Key Laboratory of Scientific and Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, Beijing 100080, China
Subjects
Algorithms
Linear programming
Quadratic programming
Reduction
Semidefinite programming
potential reduction method
convergence
quadratic semi-definite programming
Online AccessGet full text

Cover

More Information
Summary:An extended semi-definite programming, the SDP with an additional quadratic term in the objective function, is studied. Our generalization is similar to the generalization from linear programming to quadratic programming. Optimal conditions for this new class of problems are discussed and a potential reduction algorithm for solving QSDP problems is presented. The convergence properties of this algorithm are also given.
ISSN:1006-9283
1674-7283
1862-2763
1869-1862
DOI:10.1007/BF02903846