半正定値計画法(SDP) : 主双対内点法アルゴリズム
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概要
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In recent years, semidefinite programming (SDP) and the development of interior-point methods for SDP have received much attention. This article is a brief introduction to primal-dual interior-point algorithms for SDP, including : (1) the central path, (2) several search directions toward the central path, (3) feasible path-following algorithm, (4) feasible and infeasible potential reduction algorithms.
- 1997-03-15
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関連論文
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- Yu. Nesterov and A. Nemirovskii, Interior Point Polynomial Algorithms in Convex Programming, SIAM, 1994, 405pp.