| 用微分代数方法求解半定规划 |
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| 引用本文： | 李智勇,张圣贵.用微分代数方法求解半定规划[J].莆田学院学报,2005,12(5):14-18,22. |
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| 作者姓名： | 李智勇 张圣贵 |
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| 作者单位： | 福建师范大学,数学与计算机科学学院,福建,福州,350007 |
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| 摘 要： | 探讨先用大M法转化原半定规划问题,然后用微分代数方法求解,数值实验结果表明,用微分代数方法求解半定规划是切实可行的。
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| 关 键 词： | 半正定矩阵 半定规划 微分代数方法 KKT-方程组 |
| 文章编号： | 1672-4143（2005）05-0014-05 |
| 收稿时间： | 2005-06-13 |
| 修稿时间： | 2005-06-13 |
Differential-Algebraic Approach to Semidefinite Programming |
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| LI Zhi-yong,ZHANG Sheng-gui.Differential-Algebraic Approach to Semidefinite Programming[J].journal of putian university,2005,12(5):14-18,22. |
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| Authors: | LI Zhi-yong ZHANG Sheng-gui |
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| Institution: | School of Mathematics and Computer Science, Fujian Normal University, Fuzhou 350007, China |
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| Abstract: | A differential-algebraic approach is developed to solve the semidefinite programming problems.The primal problem is transformed into a new problem by 'big-M' method,which is solved by the DAE method.Th e example given in the paper demonstrates that the proposed approach p rovides a promising alternative for solving semidefinite programming problems. |
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| Keywords: | scmidefinite matrix semidefinite programming differential-algebraic approach KKT-equations |
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