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运筹学学报 >

2016 , Vol. 20 >Issue 2: 1 - 22

DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2016.02.001

运筹学

非线性半定规划若干算法介绍

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  • 1.广西大学数学与信息科学学院, 南宁 530004; 2. 玉林师范学院数学与统计学院，广西玉林 537000

收稿日期: 2015-01-16

  网络出版日期: 2016-06-15

基金资助

国家自然科学基金 (Nos. 11561005, 11271086), 广西自然科学基金 (No. 2014GXNSFFA11- 8001), 广西高校人才小高地创新团队项目

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Introduction of some algorithms for nonlinear semidefinite  programming

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  • 1. College of Mathematics and Information Science, Guangxi University, Nanning 530004, China; 2. School of Mathematics and  Statistics, Yulin Normal University, Yulin 537000, Guangxi, China

Received date: 2015-01-16

  Online published: 2016-06-15

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摘要

介绍近几年国际上求解非线性半定规划的若干有效新算法, 包括增广Lagrangian函数法、序列半定规划法、序列线性方程组法以及交替方向乘子法. 最后, 对非线性半定规划的算法研究前景进行了探讨.

关键词： 非线性半定规划; 增广Lagrangian函数法; 序列半定规划法; 序列线性方程组法; 交替方向乘子法

本文引用格式

黎健玲, 杨振平, 简金宝 . 非线性半定规划若干算法介绍[J]. 运筹学学报, 2016 , 20(2) : 1 -22 . DOI: 10.15960/j.cnki.issn.1007-6093.2016.02.001

Abstract

In this paper, some important and effective numerical methods developed in recent years for nonlinear semidefinite programming are introduced, which included augmented Lagrangian methods, sequential semidefinite programming algorithms, sequence of linear equations algorithms and alternating direction multiplier methods. At the end of this paper, some future research perspectives of algorithms for nonlinear semidefinite programming are discussed.

Key words： nonlinear semidefinite programming; augmented Lagrangian methods; sequential semidefinite programming algorithms; sequence of systems linear equations algorithms; alternating direction multiplier methods

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