An algorithmic analysis of multiquadratic and semidefinite programming problems
An algorithmic analysis of multiquadratic and semidefinite programming problems
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发表时间:
1994
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通讯作者:
M. Ramana
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作者:
M. Ramana
The problems of Multiquadratic Programming (MQP) and Semidefinite Programming (SDP) are addressed. Two algorithms are developed for certain feasibility versions of the SDP, and the first of these is shown to have polynomial time complexity when the dimension of the matrix map involved is fixed. The second algorithm is a globally convergent Newton-like method applied to a least-squares penalty function. The problem of characterizing and identifying quadratic maps with convex images is analyzed from both structural and complexity theoretic points of view. Then a study is made of the geometry of a class of convex sets called spectrahedra, which are the feasible regions in semidefinite programs. Finally, in Chapter 7, we develop some cutting plane techniques for MQP, based on eigenvalue inequalities.