Sakyo , Kyoto 606 - 8501 , Japan Group Symmetry in Interior - Point Methods for Semidefinite Program
نویسندگان
چکیده
A class of group symmetric Semi-Definite Program (SDP) is introduced by using the framework of group representation theory. It is proved that the central path and several search directions of primal-dual interior-point methods are group symmetric. Preservation of group symmetry along the search direction theoretically guarantees that the numerically obtained optimal solution is group symmetric. As an illustrative example, we show that the optimization problem of a symmetric truss under frequency constraints can be formulated as a group symmetric SDP. Numerical experiments using an interiorpoint algorithm demonstrate convergence to strictly group symmetric solutions.
منابع مشابه
Architectural Information Systems Laboratory Department of Architecture and Architectural Systems Kyoto university Sakyo , Kyoto 606 - 8501 , Japan Symmetricity of the Solution of Semidefinite Program
Symmetricity of an optimal solution of Semi-Definite Program (SDP) with certain symmetricity is discussed based on symmetry property of the central path that is traced by a primal-dual interior-point method. A symmetric SDP is defined by operators for rearranging elements of matrices and vectors, and the solution on the central path is proved to be symmetric. Therefore, it is theoretically guar...
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