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A potential reduction algorithm for an extended SDP problem

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Abstract

An extended semi-definite programming, the SDP with an additional quadratic term in the objective function, is studied. Our generalization is similar to the generalization from linear programming to quadratic programming. Optimal conditions for this new class of problems are discussed and a potential reduction algorithm for solving QSDP problems is presented. The convergence properties of this algorithm are also given.

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Authors and Affiliations

  1. State Key Laboratory of Scientific and Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, 100080, Beijing, China

    Jiawang Nie & Yaxiang Yuan

Authors
  1. Jiawang Nie
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  2. Yaxiang Yuan
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Nie, J., Yuan, Y. A potential reduction algorithm for an extended SDP problem. Sci. China Ser. A-Math. 43, 35–46 (2000). https://doi.org/10.1007/BF02903846

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  • DOI: https://doi.org/10.1007/BF02903846

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