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A second-order Mehrotra-type predictor-corrector algorithm with a new wide neighbourhood for semi-definite programming

التفاصيل البيبلوغرافية
العنوان: A second-order Mehrotra-type predictor-corrector algorithm with a new wide neighbourhood for semi-definite programming
المؤلفون: Hongwei Liu, Yinkui Zhang, Ximei Yang
المصدر: International Journal of Computer Mathematics. 91:1082-1096
بيانات النشر: Informa UK Limited, 2013.
سنة النشر: 2013
مصطلحات موضوعية: Semidefinite programming, Predictor–corrector method, Mathematical optimization, Computational Theory and Mathematics, Applied Mathematics, Neighbourhood (mathematics), Algorithm, Computer Science Applications, Mathematics
الوصف: In this paper, we present a new second-order Mehrotra-type predictor–corrector algorithm for semi-definite programming (SDP). The proposed algorithm is based on a new wide neighbourhood. We are particularly concerned with an important inequality. Based on the inequality, the convergence is shown for a specific class of search directions. In particular, the complexity bound is O(√nlogϵ−1) for the Nesterov–Todd search direction and O(n logϵ−1) for the Helmberg-Kojima-Monteiro search direction. The derived complexity bounds coincide with the currently best known theoretical complexity bounds obtained so far for SDP. We provide some preliminary numerical results as well.
تدمد: 1029-0265
0020-7160
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::dda879de34c7ae1a89cfbd467d5d33a5
https://doi.org/10.1080/00207160.2013.827784
رقم الأكسشن: edsair.doi...........dda879de34c7ae1a89cfbd467d5d33a5
قاعدة البيانات: OpenAIRE
الوصف
تدمد:10290265
00207160