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Discretization method for semi-definite programming
- Source :
-
Computers & Mathematics with Applications . Dec2004, Vol. 48 Issue 12, p1937-1945. 9p. - Publication Year :
- 2004
-
Abstract
- Abstract: Semi-definite programs are convex optimization problems arising in a wide variety of applications and the extension of linear programming. Most methods for linear programming have been generalized to semi-definite programs. This paper discusses the discretization method in semi-definite programming. The convergence and the convergent rate of error between the optimal value of the semi-definite programming problems and the optimal value of the discretized problems are obtained. An approximately optimal division is given under certain assumptions. With the significance of the convergence property, the duality result in semi-definite programs is proved in a simple way which is different from the other common proofs. [Copyright &y& Elsevier]
- Subjects :
- *CONVEX functions
*LINEAR programming
*STOCHASTIC convergence
*MATHEMATICS
Subjects
Details
- Language :
- English
- ISSN :
- 08981221
- Volume :
- 48
- Issue :
- 12
- Database :
- Academic Search Index
- Journal :
- Computers & Mathematics with Applications
- Publication Type :
- Academic Journal
- Accession number :
- 17613021
- Full Text :
- https://doi.org/10.1016/j.camwa.2004.02.010