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A new notion of weighted centers for semidefinite programming.

หน่วยงาน Nanyang Technological University, Singapore

รายละเอียด

ชื่อเรื่อง : A new notion of weighted centers for semidefinite programming.
นักวิจัย : Chua, Chek Beng.
คำค้น : DRNTU::Science::Mathematics::Applied mathematics::Optimization.
หน่วยงาน : Nanyang Technological University, Singapore
ผู้ร่วมงาน : -
ปีพิมพ์ : 2549
อ้างอิง : Chua, C. B. (2006). A new notion of weighted centers for semidefinite programming. SIAM Journal of Optimization, 16(4), 1092–1109. , 1095-7189 , http://hdl.handle.net/10220/5988 , http://dx.doi.org/10.1137/040613378
ที่มา : -
ความเชี่ยวชาญ : -
ความสัมพันธ์ : SIAM Journal of Optimization.
ขอบเขตของเนื้อหา : -
บทคัดย่อ/คำอธิบาย :

The notion of weighted centers is essential in V-space interior-point algorithms for linear programming. Although there were some successes in generalizing this notion to semidefinite programming via weighted center equations, we still do not have a generalization that preserves two important properties—(1) each choice of weights uniquely determines a pair of primal-dual weighted centers, and (2) the set of all primal-dual weighted centers completely fills up the relative interior of the primal-dual feasible region. This paper presents a new notion of weighted centers for semidefinite programming that possesses both uniqueness and completeness. Furthermore, it is shown that under strict complementarity, these weighted centers converge to weighted centers of optimal faces. Finally, this convergence result is applied to homogeneous cone programming, where the central paths defined by a certain class of optimal barriers for homogeneous cones are shown to converge to analytic centers of optimal faces in the presence of strictly complementary solutions.

บรรณานุกรม :
Chua, Chek Beng. . (2549). A new notion of weighted centers for semidefinite programming..
    กรุงเทพมหานคร : Nanyang Technological University, Singapore.
Chua, Chek Beng. . 2549. "A new notion of weighted centers for semidefinite programming.".
    กรุงเทพมหานคร : Nanyang Technological University, Singapore.
Chua, Chek Beng. . "A new notion of weighted centers for semidefinite programming.."
    กรุงเทพมหานคร : Nanyang Technological University, Singapore, 2549. Print.
Chua, Chek Beng. . A new notion of weighted centers for semidefinite programming.. กรุงเทพมหานคร : Nanyang Technological University, Singapore; 2549.