SDPHA - a MATLAB implementation of homogeneous int

更新时间:2023-06-30 19:56:19 阅读: 评论:0

SDPHA - a MATLAB implementation of
homogeneous interior-point algorithms for
2012中考试卷
midefinite programming灵格风
哥老会>building缩写期刊名称: Optimization Methods & Software
日语我爱你怎么说作者: Brixius, Nathan,Potra, Florian A,Sheng, Rongqin
英语自我介绍带翻译
年份: 1999年
期号: 第1-4期someone like you是什么意思
关键词: Semidefinite Programming;Homogeneous interior-point
algorithm;Rank-2 update
摘要:Mehrotra type primal-dual predictor-corrector interior-point algorithms for midefinite programmchine nud视频>关于中秋节英语作文
ing are implemented, using the homogeneous formulation propod and analyzed by Potra and Sheng. Several arch directions, including the AHO, HKM, NT, Toh, and Gu directions, are ud. A rank-2 update technique is employed in our MATLAB code so that the computation of homogeneous directions is only slightly more expensive than in the non-homogeneous ca. However, the homogeneous algorithms generally take fewer iterations to compute an approximate solution within a desired accuracy. Numerical results show that the homogeneous algorithms outperform their non-homogeneous counterparts, with improvement of more than 20% in many cas, in terms of total CPU time.
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