• 제목/요약/키워드: semidefinite programming

검색결과 22건 처리시간 0.035초

A REGULARIZATION INTERIOR POINT METHOD FOR SEMIDEFINITE PROGRAMMING WITH FREE VARIABLES

  • Liu, Wanxiang;Gao, Chengcai;Wang, Yiju
    • Journal of applied mathematics & informatics
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    • 제29권5_6호
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    • pp.1245-1256
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    • 2011
  • In this paper, we proposed a regularization interior point method for semidefinite programming with free variables which can be taken as an extension of the algorithm for standard semidefinite programming. Since an inexact search direction at each iteration is used, the computation of the designed algorithm is much less compared with the existing solution methods. The convergence analysis of the method is established under weak conditions.

Array pattern synthesis using semidefinite programming and a bisection method

  • Lee, Jong-Ho;Choi, Jeongsik;Lee, Woong-Hee;Song, Jiho
    • ETRI Journal
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    • 제41권5호
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    • pp.619-625
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    • 2019
  • In this paper, we propose an array pattern synthesis scheme using semidefinite programming (SDP) under array excitation power constraints. When an array pattern synthesis problem is formulated as an SDP problem, it is known that an additional rank-one constraint is generated inevitably and relaxed via semidefinite relaxation. If the solution to the relaxed SDP problem is not of rank one, then conventional SDP-based array pattern synthesis approaches fail to obtain optimal solutions because the additional rank-one constraint is not handled appropriately. To overcome this drawback, we adopted a bisection technique combined with a penalty function method. Numerical applications are presented to demonstrate the validity of the proposed scheme.

INDEFINITE STOCHASTIC LQ CONTROL WITH CROSS TERM VIA SEMIDEFINITE PROGRAMMING

  • Luo, Chengxin;Feng, Enmin
    • Journal of applied mathematics & informatics
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    • 제13권1_2호
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    • pp.85-97
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    • 2003
  • An indefinite stochastic linear-quadratic(LQ) optimal control problem with cross term over an infinite time horizon is studied, allowing the weighting matrices to be indefinite. A systematic approach to the problem based on semidefinite programming (SDP) and .elated duality analysis is developed. Several implication relations among the SDP complementary duality, the existence of the solution to the generalized Riccati equation and the optimality of LQ problem are discussed. Based on these relations, a numerical procedure that provides a thorough treatment of the LQ problem via primal-dual SDP is given: it identifies a stabilizing optimal feedback control or determines the problem has no optimal solution. An example is provided to illustrate the results obtained.

Semidefinite Programming을 통한 그래프의 동시 분할법 (K-Way Graph Partitioning: A Semidefinite Programming Approach)

  • Jaehwan, Kim;Seungjin, Choi;Sung-Yang, Bang
    • 한국정보과학회:학술대회논문집
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    • 한국정보과학회 2004년도 가을 학술발표논문집 Vol.31 No.2 (1)
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    • pp.697-699
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    • 2004
  • Despite many successful spectral clustering algorithm (based on the spectral decomposition of Laplacian(1) or stochastic matrix(2) ) there are several unsolved problems. Most spectral clustering Problems are based on the normalized of algorithm(3) . are close to the classical graph paritioning problem which is NP-hard problem. To get good solution in polynomial time. it needs to establish its convex form by using relaxation. In this paper, we apply a novel optimization technique. semidefinite programming(SDP). to the unsupervised clustering Problem. and present a new multiple Partitioning method. Experimental results confirm that the Proposed method improves the clustering performance. especially in the Problem of being mixed with non-compact clusters compared to the previous multiple spectral clustering methods.

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A SUCCESSIVE QUADRATIC PROGRAMMING ALGORITHM FOR SDP RELAXATION OF THE BINARY QUADRATIC PROGRAMMING

  • MU XUEWEN;LID SANYANG;ZHANG YALING
    • 대한수학회보
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    • 제42권4호
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    • pp.837-849
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    • 2005
  • In this paper, we obtain a successive quadratic programming algorithm for solving the semidefinite programming (SDP) relaxation of the binary quadratic programming. Combining with a randomized method of Goemans and Williamson, it provides an efficient approximation for the binary quadratic programming. Furthermore, its convergence result is given. At last, We report some numerical examples to compare our method with the interior-point method on Maxcut problem.

Reconstruction of structured models using incomplete measured data

  • Yu, Yan;Dong, Bo;Yu, Bo
    • Structural Engineering and Mechanics
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    • 제62권3호
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    • pp.303-310
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    • 2017
  • The model updating problems, which are to find the optimal approximation to the discrete quadratic model obtained by the finite element method, are critically important to the vibration analysis. In this paper, the structured model updating problem is considered, where the coefficient matrices are required to be symmetric and positive semidefinite, represent the interconnectivity of elements in the physical configuration and minimize the dynamics equations, and furthermore, due to the physical feasibility, the physical parameters should be positive. To the best of our knowledge, the model updating problem involving all these constraints has not been proposed in the existed literature. In this paper, based on the semidefinite programming technique, we design a general-purpose numerical algorithm for solving the structured model updating problems with incomplete measured data and present some numerical results to demonstrate the effectiveness of our method.

Cooperative Decode-and-Forward Relaying for Secure Multicasting

  • Lee, Jong-Ho;Sohn, Illsoo;Song, Sungju;Kim, Yong-Hwa
    • ETRI Journal
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    • 제38권5호
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    • pp.934-940
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    • 2016
  • In this paper, secure multicasting with the help of cooperative decode-and-forward relays is considered for the case in which a source securely sends a common message to multiple destinations in the presence of a single eavesdropper. We show that the secrecy rate maximization problem in the secure multicasting scenario under an overall power constraint can be solved using semidefinite programing with semidefinite relaxation and a bisection technique. Further, a suboptimal approach using zero-forcing beamforming and linear programming based power allocation is also proposed. Numerical results illustrate the secrecy rates achieved by the proposed schemes under secure multicasting scenarios.

준정부호 스펙트럼의 군집화 (Semidefinite Spectral Clustering)

  • 김재환;최승진
    • 한국정보과학회:학술대회논문집
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    • 한국정보과학회 2005년도 한국컴퓨터종합학술대회 논문집 Vol.32 No.1 (A)
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    • pp.892-894
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    • 2005
  • Graph partitioning provides an important tool for data clustering, but is an NP-hard combinatorial optimization problem. Spectral clustering where the clustering is performed by the eigen-decomposition of an affinity matrix [1,2]. This is a popular way of solving the graph partitioning problem. On the other hand, semidefinite relaxation, is an alternative way of relaxing combinatorial optimization. issuing to a convex optimization[4]. In this paper we present a semidefinite programming (SDP) approach to graph equi-partitioning for clustering and then we use eigen-decomposition to obtain an optimal partition set. Therefore, the method is referred to as semidefinite spectral clustering (SSC). Numerical experiments with several artificial and real data sets, demonstrate the useful behavior of our SSC. compared to existing spectral clustering methods.

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POLYNOMIAL CONVERGENCE OF PREDICTOR-CORRECTOR ALGORITHMS FOR SDLCP BASED ON THE M-Z FAMILY OF DIRECTIONS

  • Chen, Feixiang;Xiang, Ruiyin
    • Journal of applied mathematics & informatics
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    • 제29권5_6호
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    • pp.1285-1293
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    • 2011
  • We establishes the polynomial convergence of a new class of path-following methods for semidefinite linear complementarity problems (SDLCP) whose search directions belong to the class of directions introduced by Monteiro [9]. Namely, we show that the polynomial iteration-complexity bound of the well known algorithms for linear programming, namely the predictor-corrector algorithm of Mizuno and Ye, carry over to the context of SDLCP.

A REFINED THEOREM CONCERNING THE CONDITIONING OF SEMIDEFINITE PROGRAMS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • 제24권1_2호
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    • pp.305-312
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    • 2007
  • Using a weaker version of the Newton-Kantorovich theorem [6] given by us in [3], we show how to refine the results given in [8] dealing with the analyzing of the effect of small perturbations in problem data on the solution. The new results are obtained under weaker hypotheses and the same computational cost as in [8].