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Interior-point methods (IPMs) for linear optimization (LO) and semidefinite optimization (SDO) have become a hot area in mathematical programming in the last decades. In this paper, a new kernel function with simple algebraic expression is proposed. Based on this kernel function, a primal-dual interior-point methods (IPMs) for semidefinite optimization (SDO) is designed. And the iteration complexity of the algorithm as O(n^3/4 log n/ε) with large-updates is established. The resulting bound is better than the classical kernel function, with its iteration complexity O(n log n/ε) in large-updates case. 相似文献
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1 Introduction Interior-point methods (IPMs) for semidefinite opti-mization (SDO) have been studied intensively,due totheir polynomial complexity and practical efficiency.In the past decade , SDO has become a popular re-search area in mathematical programming when it be-came clear that the algorithm for linear opti mization(LO) can often be extended to the more general SDOcase. Other two factors are also responsible for thisincreasing interest in SDO. Firstly, SDO has a wideapplication… 相似文献
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刘胤宏 《湘潭师范学院学报(社会科学版)》1999,(6)
对于含参数的网络图Gλ=(V ,E) ,本文用原始 -对偶算法求解Gλ 中自某一节点s到其它任意节点之间含参数的最短路 ,其时间复杂度为 0 (nm2 )。 相似文献
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贺洪智 《洛阳师范学院学报》2014,(5):94-99
在收益管理的第一阶段,航空公司的管理层需要设定航空网络上各个细分产品的价格.本文给出了一个静态定价模型,并将其转化为一个可解的可分凹规划模型.由该凹规划模型的网络流形式推出最优目标函数具有良好的性质,并对最优价格决策进行了灵敏度分析. 相似文献
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介绍了基于最优潮流(OPF)的实时电价模型以及原对偶内点算法的基本原理。利用Matlab符号工具箱完成了求解原对偶内点算法修正方程过程的符号计算,能够获得系统状态变量修正量的显式符号结果,使得复杂的原对偶内点算法修正方程的形成与求解过程简化为在每次迭代中进行一次简单的代数替换。通过对一5节点系统和IEEE14节点系统的仿真分析后表明,该方法计算时间长,不利于实时电价的在线计算,但编写程序简单,可用来校验一种算法和其他程序的有效性。 相似文献
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