半定规划问题的一种新的预测-校正算法  

A Novel Prediction-correction Algorithm for Semidefinite Programming

作　　者：杨国平[1] 刘三阳[1] 

机构地区：[1]西安电子科技大学应用数学系

出　　处：《应用数学》2005年第S1期5-9,共5页Mathematica Applicata

基　　金：教育部跨世纪优秀人才基金项目;陕西省自然科学研究项目(2002A13)

摘　　要：本文首先将半定规划转化为一个变分不等式问题,在满足单调性和Lipschitz连续的条件下,提出了一种基于Korpelevich-Khobotv算法的新的预测-校正算法,并给出算法的收敛性分析.In this paper,we first transform a semidefinite programming problem into a variational inequality problem,and then propose a novel prediction-correction algorithm based on Korpelevich-Khobotv method under monotone and Lipschitz continuous conditions.The convergence of the algorithm is also given and the optimal step-size is employed in the correction step to accelerate convergence rate.The numerical experiment indicates that this method is effective.

关 键 词：半定规划 预测-校正算法 变分不等式 

分 类 号：O221.7[理学—运筹学与控制论]