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Analyticity of weighted central paths and error bounds for semidefinite programming.

หน่วยงาน Nanyang Technological University, Singapore

รายละเอียด

ชื่อเรื่อง : Analyticity of weighted central paths and error bounds for semidefinite programming.
นักวิจัย : Chua, Chek Beng.
คำค้น : DRNTU::Science::Mathematics::Applied mathematics::Optimization.
หน่วยงาน : Nanyang Technological University, Singapore
ผู้ร่วมงาน : -
ปีพิมพ์ : 2550
อ้างอิง : Chua, C. B. (2007). Analyticity of weighted central paths and error bounds for semidefinite programming. Mathematical Programming, 239-271. , 0025-5610 , http://hdl.handle.net/10220/5855 , http://dx.doi.org/10.1007/s10107-007-0155-z
ที่มา : -
ความเชี่ยวชาญ : -
ความสัมพันธ์ : Mathematical programming
ขอบเขตของเนื้อหา : -
บทคัดย่อ/คำอธิบาย :

The purpose of this paper is two-fold. Firstly, we show that every Cholesky-based weighted central path for semi definite programming is analytic under strict complementarity. This result is applied to homogeneous cone programming to show that the central paths defined by the known class of optimal self-concordant barriers are analytic in the presence of strictly complementary solutions. Secondly, we consider a sequence of primal-dual solutions that lies within a prescribed neighborhood of the central path of a pair of primal-dual semi definite programming problems, and converges to the respective optimal faces. Under the additional assumption of strict complementarity, we derive two necessary and sufficient conditions for the sequence of primal-dual solutions to converge linearly with their duality gaps.

บรรณานุกรม :
Chua, Chek Beng. . (2550). Analyticity of weighted central paths and error bounds for semidefinite programming..
    กรุงเทพมหานคร : Nanyang Technological University, Singapore.
Chua, Chek Beng. . 2550. "Analyticity of weighted central paths and error bounds for semidefinite programming.".
    กรุงเทพมหานคร : Nanyang Technological University, Singapore.
Chua, Chek Beng. . "Analyticity of weighted central paths and error bounds for semidefinite programming.."
    กรุงเทพมหานคร : Nanyang Technological University, Singapore, 2550. Print.
Chua, Chek Beng. . Analyticity of weighted central paths and error bounds for semidefinite programming.. กรุงเทพมหานคร : Nanyang Technological University, Singapore; 2550.