Computing Weighted Analytic Center for Linear Matrix Inequalities Using Infeasible Newton’s Method
نویسندگان
چکیده
منابع مشابه
A Weighted Analytic Center for Linear Matrix Inequalities
Let R be the convex subset of IR defined by q simultaneous linear matrix inequalities (LMI) A 0 + ∑n i=1 xiA (j) i 0, j = 1, 2, . . . , q. Given a strictly positive vector ω = (ω1, ω2, · · · , ωq), the weighted analytic center xac(ω) is the minimizer argmin (φω(x)) of the strictly convex function φω(x) = ∑q j=1 ωj log det[A (j)(x)]−1 over R. We give a necessary and sufficient condition for a po...
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ژورنال
عنوان ژورنال: Journal of Mathematics
سال: 2015
ISSN: 2314-4629,2314-4785
DOI: 10.1155/2015/456392