基于新函数下的半定规划原始对偶内点算法的复杂度分析Analysis of Complexity of a Primal-dual Interior Point Algorithms Based on a New Kernel Function for Semidefinite Optimization
张维泉;张圣贵;
摘要(Abstract)：
以φ(t)=(tp+1-1)-(p+1)ln t作为核函数,讨论半定规划的一类多项式原始对偶内点算法的收敛性及其复杂度.基于这个核函数找到牛顿系统的一个新的搜索方向,从而得到一个新的算法,并给出了其长步长迭代界和短步长迭代界分别为O(n1-pln nε),O(n23-plnεn).
关键词(KeyWords)： 半定规划;原始对偶内点算法;复杂度
基金项目(Foundation): 国家自然科学基金资助项目(11071041)
作者(Authors): 张维泉;张圣贵;
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