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A New Second-Order Mehrotra-Type Predictor-Corrector Algorithm for SDO
  • ISSN号:1000-0984
  • 期刊名称:《数学的实践与认识》
  • 时间:0
  • 分类:O211[理学—概率论与数理统计;理学—数学]
  • 作者机构:[1]College of Science, China Three Gorges University, Yichang 443002, Hubei, China, [2]College of Economics and Management, China Three Gorges University, Yichang 443002, Hubei, China
  • 相关基金:Supported by the National Natural Science Foundation of China (71471102)
中文摘要:

In Zhang’s recent works,a second-order Mehrotra-type predictor-corrector algorithm for linear optimization was extended to semidefinite optimization and derived that the algorithm for semidefinite optimization had O(n3/2log(X0)T·S0/ε) iteration complexity based on the NT direction as Newton search direction. In this paper, we extend the second-order Mehrotra-type predictor-corrector algorithm for linear optimization to semidefinite optimization and discuss the polynomial convergence of the algorithm by modifying the corrector direction and new iterates. It is proved that the iteration complexity is reduced to O(n3/2log(X0)T·S0/ε), which coincides with the currently best iteration bound of Mehrotra-type predictor-corrector algorithm for semidefinite optimization.

英文摘要:

In Zhang’s recent works,a second-order Mehrotra-type predictor-corrector algorithm for linear optimization was extended to semidefinite optimization and derived that the algorithm for semidefinite optimization had3/2 0 T 0O(nlog(X)gS/e)iteration complexity based on the NT direction as Newton search direction.In this paper,we extend the second-order Mehrotra-type predictor-corrector algorithm for linear optimization to semidefinite optimization and discuss the polynomial convergence of the algorithm by modifying the corrector direction and new iterates.It is proved that the iteration complexity is reduced to0 0O(nlog XgS/e),which coincides with the currently best iteration bound of Mehrotra-type predictor-corrector algorithm for semidefinite optimization.

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期刊信息
  • 《数学的实践与认识》
  • 中国科技核心期刊
  • 主管单位:中国科学院
  • 主办单位:中国科学院数学与系统科学研究院
  • 主编:林群
  • 地址:北京大学数学科学学院
  • 邮编:100871
  • 邮箱:bjmath@math.pku.edu.cn
  • 电话:010-62759981
  • 国际标准刊号:ISSN:1000-0984
  • 国内统一刊号:ISSN:11-2018/O1
  • 邮发代号:2-809
  • 获奖情况:
  • 国内外数据库收录:
  • 美国数学评论(网络版),德国数学文摘,中国中国科技核心期刊,中国北大核心期刊(2004版),中国北大核心期刊(2008版),中国北大核心期刊(2011版),中国北大核心期刊(2014版),中国北大核心期刊(2000版)
  • 被引量:22973