A potential reduction algorithm is proposed for optimization of a convex function subject to linear constraints.At each step of the algorithm,a system of linear equations is solved to get a search direction and the Ar...A potential reduction algorithm is proposed for optimization of a convex function subject to linear constraints.At each step of the algorithm,a system of linear equations is solved to get a search direction and the Armijo's rule is used to determine a stepsize.It is proved that the algorithm is globally convergent.Computational results are reported.展开更多
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 alg...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 O(nlog(X0 · S0/ε) or O(nlog(X0· S0/ε) depends on the value of ρ in the primal-dual potential function, where X0 and S0 is the initial interior matrices of the positive semi-definite programming.展开更多
Presents a regular splitting and potential reduction method for solving a quadratic programming problem with box constraints. Discussion on the regular splitting and potential reduction algorithm; Complexity analysis ...Presents a regular splitting and potential reduction method for solving a quadratic programming problem with box constraints. Discussion on the regular splitting and potential reduction algorithm; Complexity analysis of the algorithm; Analysis of the complexity bound on obtaining an approximate solution.展开更多
文摘A potential reduction algorithm is proposed for optimization of a convex function subject to linear constraints.At each step of the algorithm,a system of linear equations is solved to get a search direction and the Armijo's rule is used to determine a stepsize.It is proved that the algorithm is globally convergent.Computational results are reported.
基金This research was partially supported by a fund from Chinese Academy of Science,and a fund from the Personal Department of the State Council.It is also sponsored by scientific research foundation for returned overseas Chinese Scholars,State Education
文摘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 O(nlog(X0 · S0/ε) or O(nlog(X0· S0/ε) depends on the value of ρ in the primal-dual potential function, where X0 and S0 is the initial interior matrices of the positive semi-definite programming.
基金This research supported partially by The National Natural Science Foundation of China-19771079 and 19601035State Key Laboratory of Scientific and Engineering Computing.
文摘Presents a regular splitting and potential reduction method for solving a quadratic programming problem with box constraints. Discussion on the regular splitting and potential reduction algorithm; Complexity analysis of the algorithm; Analysis of the complexity bound on obtaining an approximate solution.
