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一类二次半定规划问题及其内点算法 被引量:4

The Quadratic Semi-definite Programming Problem and Its Interior Point Algorithm
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摘要 讨论一类二次半定规划对偶性理论及与半定最小二乘问题的联系,并在对偶理论基础上讨论该规划的原始对偶内点算法,同时给出了基于NT方向的唯一性证明. Discuss the relations between the quadratic semi-definite programming and the semi-definite least squares problem, and study the primal-dual interior point algorithm for this programing based on the duality theory, and give the prod of the unique solution based on the NT search direction.
出处 《福建师范大学学报(自然科学版)》 CAS CSCD 北大核心 2008年第1期1-6,共6页 Journal of Fujian Normal University:Natural Science Edition
基金 福建省自然科学基金资助项目(2006J0202) 福建省教育厅基金资助项目(JA050210)
关键词 二次半定规划 对偶理论 半定最小二乘 原始对偶内点算法 quadratic semi-definite problem duality theory semi-definite least-squares interior point algorithm
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