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锥优化的基于核函数的内点算法
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锥优化的基于核函数的内点算法

  • 作者:袁亚湘
  • 出版社:科学出版社
  • ISBN:9787030280268
  • 出版日期:2010年01月01日
  • 页数:135
  • 定价:¥38.00
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    • 出版社
    • ISBN
      9787030280268
    • 作者
    • 页数
      135
    • 出版时间
      2010年01月01日
    • 定价
      ¥38.00
    • 所属分类
    内容提要
    本书根据作者和其合作者Roos教授、Ghami博士、王国强博士近年来的研究工作,全面介绍求解线性规划、P*(k)线性互补问题、半正定优化、二阶锥优化基于核函数的内点算法。核函数的重要性体现在它有简单的解析表达式、容易计算的高阶导数等良好性质。由核函数确定的障碍函数继承了这些良好性质,准确刻画了锥优化问题的**路径,基于障碍函数设计的原始对偶内点算法,并有程序化的分析方法,使得内点算法的计算复杂性分析变得十分容易。
    目录
    Preface
    Chapter 1 Introduction
    1.1 Conic optimization problems
    1.2 Conic duality
    1.3 From the dual cone to the dual problem
    1.4 Development of the interior-point methods
    1.5 Scope of the book
    Chapter 2 Kernel Functions
    2.1 Definition of kernel functions and basic properties
    2.2 The further conditions of kernel functions
    2.3 Properties of kernel functions
    2.4 Examples of kernel functions
    2.5 Barrier functions based on kernel functions
    2.6 Generalization of kernel function
    2.6.1 Finite kernel function
    2.6.2 Parametric kernel function
    Chapter 3 Kernel Function-based Interior-point Algorithm for LO
    3.1 The central path for LO
    3.2 The search directions for LO
    3.3 The generic primal-dual interior-point algorithm for LO
    3.4 Analysis of the algorithm
    3.4.1 Decrease of the barrier function during an inner iteration
    3.4.2 Choice of the step size
    3.5 Iteration bounds
    3.6 Summary of computation for complexity bound
    3.7 Complexity analysis based on kernel functions
    3.8 Summary of results
    Chapter 4 Kernel Function-based Interior-point Algorithm for P*(k) LCP
    4.1 The P*(k)-LCP
    4.2 The central path for P*(k)-LCP
    4.3 The new search directions for P*(k)-LCP
    4.4 The generic primal-dual interior-point algorithm for P*(k)-LCP...
    4.5 The properties of the barrier function
    4.6 Analysis of the algorithm
    4.6.1 Growth behavior of the barrier function
    4.6.2 Determining the default step size
    4.7 Decrease of the barrier function during an inner iteration
    4.8 Complexity of the algorithm
    4.8.1 Iteration bound for the large-update methods
    4.8.2 Iteration bound for the small-update methods
    Chapter 5 Kernel Function-based Interior-point Algorithm for SDO
    5.1 Special matrix functions
    5.2 The central path for SDO
    5.3 The new search directions for SDO
    5.4 The generic primal-dual interior-point algorithm for SDO
    5.5 The properties of the barrier function
    5.6 Analysis of the algorithm
    5.6.1 Decrease of the barrier function during an inner iteration
    5.6.2 Choice of the step size
    5.7 Iteration bounds
    5.8 Kernel function-based schemes
    5.9 The example
    5.10 Numerical results
    Chapter 6 Kernel Function-based Interior-point Algorithm for SOCO
    6.1 Algebraic properties of second-order cones
    6.2 Barrier functions defined on second-order cone
    6.3 Rescaling the cone
    6.4 The central path for SOCO
    6.5 The new search directions for SOCO
    6.6 The generic primal-dual interior-point algorithm for SOCO
    6.7 Analysis of the algorithm
    6.8 The crucial inequality
    6.9 Decrease of the barrier function during an inner iteration
    6.10 Increase of the barrier function during a μ-update
    6.11 Iteration-bounds
    6.12 Numerical results
    6.13 Some technical lemmas
    Appendix Three Technical Lemmas
    Reference

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