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2009•Journal of Qingdao UniversityRequires access

An Analytic Center Cutting Plane Method for Solving Semidefinite Programming

YU Yi-dan

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Abstract

This paper deals with the large-scale semidefinite programming problems.An analytic center cutting plane method is given,which solves a linear relaxation of the dual semidefinite program in every iteration,and uses an analytic center of cutting plane as the next iteration point.The convergence of this method is proved,and eventually the practical example is given.

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What this paper is about

This paper deals with the large-scale semidefinite programming problems.An analytic center cutting plane method is given,which solves a linear relaxation of the dual semidefinite program in every iteration,and uses an analytic center of cutting plane as the next iteration point.The convergence of this method is proved,and eventually the practical example is given.

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Available abstract

This paper deals with the large-scale semidefinite programming problems.An analytic center cutting plane method is given,which solves a linear relaxation of the dual semidefinite program in every iteration,and uses an analytic center of cutting plane as the next iteration point.The convergence of this method is proved,and eventually the practical example is given.

Key concepts: Cutting-plane method, Semidefinite embedding, Semidefinite programming, Linear programming, Mathematical optimization, Mathematics, Relaxation (psychology), Interior point method

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