A feasible direction method for the semidefinite program with box constraints

Yi Xu; Wenyu Sun; Liqun Qi

doi:10.1016/j.aml.2011.05.010

A feasible direction method for the semidefinite program with box constraints

Yi Xu, Wenyu Sun, Liqun Qi

Research output: Journal article publication › Journal article › Academic research › peer-review

9 Citations (Scopus)

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.

Original language	English
Pages (from-to)	1874-1881
Number of pages	8
Journal	Applied Mathematics Letters
Volume	24
Issue number	11
DOIs	https://doi.org/10.1016/j.aml.2011.05.010
Publication status	Published - 1 Nov 2011

Keywords

Box constraint
Feasible direction method
Global convergence
Optimization
Semidefinite program

ASJC Scopus subject areas

Applied Mathematics

More information

10.1016/j.aml.2011.05.010

Cite this

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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.",

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N2 - 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.

AB - 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.

KW - Box constraint

KW - Feasible direction method

KW - Global convergence

KW - Optimization

KW - Semidefinite program

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DO - 10.1016/j.aml.2011.05.010

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JO - Applied Mathematics Letters

JF - Applied Mathematics Letters

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ER -

A feasible direction method for the semidefinite program with box constraints

Abstract

Keywords

ASJC Scopus subject areas

More information

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