半定规划的一种新算法及其应用  

A NEW ALGORITHM FOR SEMIDEFINITE PROGRAMMING AND ITS AN APPLICATION

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作  者:王新辉[1] 刘红卫[1] 刘三阳[1] 

机构地区:[1]西安电子科技大学数学系,西安710071

出  处:《数值计算与计算机应用》2003年第2期81-87,共7页Journal on Numerical Methods and Computer Applications

基  金:国家自然科学基金(69972036);陕西省自然科学基金(2001SL05)资助项目

摘  要:A new kind of algorithm for semidefinite programming is presented by using theGolden Section Method, which sufficiently utilizes structure of the set of feasiblesolutions. Because of the simplicity and less operations, the algorithm can be usedto solve large scale problems. As a successful application, a numerical example ofMax-cut problem is given.A new kind of algorithm for semidefinite programming is presented by using the Golden Section Method, which sufficiently utilizes structure of the set of feasible solutions. Because of the simplicity and less operations, the algorithm can be used to solve large scale problems. As a successful application, a numerical example of Max-cut problem is given.

关 键 词:半定规划 凸优化问题 算法 应用 可行集 切割面 基准线 最大割问题 

分 类 号:O221.2[理学—运筹学与控制论]

 

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