A feasible direction method for the semidefinite program with box constraints
نویسندگان
چکیده
منابع مشابه
A feasible direction method for the semidefinite program with box constraints
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 directionmethod. In the paper, we discuss two cases: the objective function in semidefinite programming is linear and nonlinear, re...
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ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 2011
ISSN: 0893-9659
DOI: 10.1016/j.aml.2011.05.010