[صفحه اصلی ]   [Archive]  
:: صفحه اصلي :: درباره نشريه :: آخرين شماره :: تمام شماره‌ها :: جستجو :: ثبت نام :: ارسال مقاله :: تماس با ما ::
:: جلد 4، شماره 1 - ( 3-1392 ) ::
جلد 4 شماره 1 صفحات 88-107 برگشت به فهرست نسخه ها
A New Infeasible Interior-Point Algorithm with Full Nesterov-Todd Step for Semi-Definite Optimization
چکیده:   (15067 مشاهده)

  We present a new full Nesterov and Todd step infeasible interior-point algorithm for semi-definite optimization. The algorithm decreases the duality gap and the feasibility residuals at the same rate. In the algorithm, we construct strictly feasible iterates for a sequence of perturbations of the given problem and its dual problem. Every main iteration of the algorithm consists of a feasibility step and some centering steps. We show that the algorithm converges and finds an approximate solution in polynomial time. A numerical study is made for the numerical performance. Finally, a comparison of the obtained results with those by other existing algorithms is made.

متن کامل [PDF 236 kb]   (7466 دریافت)    
نوع مطالعه: پژوهشی |
دریافت: 1393/2/4 | پذیرش: 1393/2/4 | انتشار: 1393/2/4
ارسال نظر درباره این مقاله
نام کاربری یا پست الکترونیک شما:

CAPTCHA


XML   English Abstract   Print



جلد 4، شماره 1 - ( 3-1392 ) برگشت به فهرست نسخه ها
مجله انجمن ایرانی تحقیق در عملیات Iranian Journal of Operations Research
Persian site map - English site map - Created in 0.04 seconds with 29 queries by YEKTAWEB 4227