論文

査読有り 筆頭著者
2014年12月

A two-step primal-dual interior point method for nonlinear semidefinite programming problems and its superlinear convergence

Journal of Operations Research Society of Japan
  • Yamakawa Yuya
  • ,
  • Yamashita Nobuo

57
3
開始ページ
105
終了ページ
127
記述言語
英語
掲載種別
研究論文(学術雑誌)
DOI
10.15807/jorsj.57.105
出版者・発行元
公益社団法人 日本オペレーションズ・リサーチ学会

<p>In this paper, we propose a primal-dual interior point method for nonlinear semidefinite programming problems and show its superlinear convergence. This method is based on generalized shifted barrier Karush-Kuhn-Tucker (KKT) conditions, which include barrier KKT conditions and shifted barrier KKT conditions as a special case. This method solves two Newton equations in a single iteration to guarantee superlinear convergence. We replace the coefficient matrix of the second Newton equation with that of the first to reduce the computational time of the single iteration. We show that the superlinear convergence of the proposed method with the replacement under the usual assumptions.</p>

リンク情報
DOI
https://doi.org/10.15807/jorsj.57.105
CiNii Articles
http://ci.nii.ac.jp/naid/130005700634
CiNii Books
http://ci.nii.ac.jp/ncid/AA00703935
URL
http://id.ndl.go.jp/bib/026077875
ID情報
  • DOI : 10.15807/jorsj.57.105
  • ISSN : 0453-4514
  • CiNii Articles ID : 130005700634
  • CiNii Books ID : AA00703935

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