1. A feasible direction method for the semidefinite program with box constraints
- Author
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Xu, Yi, Sun, Wenyu, and Qi, Liqun
- Subjects
- *
FEASIBILITY studies , *SEMIDEFINITE programming , *LINEAR statistical models , *NONLINEAR theories , *STOCHASTIC convergence , *ALGORITHMS , *NUMERICAL analysis , *MATHEMATICAL optimization - Abstract
Abstract: In this paper, we try to solve the semidefinite program with box constraints. Since the traditional projection method for constrained optimization with box constraints is not suitable to the semidefinite constraints, we present a new algorithm based on the feasible direction method. In the paper, we discuss two cases: the objective function in semidefinite programming is linear and nonlinear, respectively. We establish the convergence of our algorithm, and report the numerical experiments which show the effectiveness of the algorithm. [Copyright &y& Elsevier]
- Published
- 2011
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