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The Quadratic Semi-definite Programming Problem With Its Projection And Contraction Algorithm Improvement And Application

Posted on:2017-08-06Degree:MasterType:Thesis
Country:ChinaCandidate:C C KangFull Text:PDF
GTID:2370330548980817Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
For quadratic semi-definite programming convergence is slow and convergence conditions are strong,so we propose to improve the projection method for solving quadratic semi-definite programming.For solving quadratic semi-definite programming problems in convergence speed is slow,a projection of shrinkage algorithm is presented.The algorithm by introducing auxiliary drop direction,combined with the original direction,to construct a new drop direction.Also the method of using the two projection at the same time,reduced the demand for operators,thus achieve better convergence effect.Under the condition of operator monotonous,the convergence of the algorithm is presented to prove,numerical experiments show that the improved algorithm is compared with the original algorithm reduced the number of iterations,the effectiveness of the proposed algorithm.
Keywords/Search Tags:Quadratic Semi-definite Programming, Variational Inequality, Projection Shrinkage Algorithm, Lowering direction, Convergence analysis
PDF Full Text Request
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