A potential reduction algorithm for an extended SDP problem

Authors
Nie, JW Yuan, YX
Citation
Jw. Nie et Yx. Yuan, A potential reduction algorithm for an extended SDP problem, SCI CHINA A, 43(1), 2000, pp. 35-46
Citations number
12
Categorie Soggetti
Multidisciplinary
Journal title
SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
ISSN journal
10016511 → ACNP
Volume
43
Issue
1
Year of publication
2000
Pages
35 - 46
Database
ISI
SICI code
1001-6511(200001)43:1<35:APRAFA>2.0.ZU;2-K
Abstract
An extended semi-definite programming, the SDP with an additional quadratic term in the objective function, is studied. Our generalization is similar to the generalization from linear programming to quadratic programming. Opt imal conditions for this new class of problems are discussed and a potentia l reduction algorithm for solving QSDP problems is presented. The convergen ce properties of this algorithm are also given.