Semidefinite Programming
Mostrando 1-10 de 10 artigos, teses e dissertações.
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1. LINEAR AND NONLINEAR SEMIDEFINITE PROGRAMMING
This paper provides a short introduction to optimization problems with semidefinite constraints. Basic duality and optimality conditions are presented. For linear semidefinite programming some advances by dealing with degeneracy and the semidefinite facial reduction are discussed. Two relatively recent areas of application are presented. Finally a short over
Pesqui. Oper.. Publicado em: 2014-12
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2. An efficient hybrid heuristic method for the 0-1 exact k-item quadratic knapsack problem
The 0-1 exact k-item quadratic knapsack problem (E - kQKP) consists of maximizing a quadratic function subject to two linear constraints: the first one is the classical linear capacity constraint; the second one is an equality cardinality constraint on the number of items in the knapsack. Most instances of this NP-hard problem with more than forty variables
Pesqui. Oper.. Publicado em: 2014-04
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3. A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithm
In this short note a sensitivity result for quadratic semidefinite programming is presented under a weak form of second order sufficient condition. Based on this result, also the local convergence of a sequential quadratic semidefinite programming algorithm extends to this weak second order sufficient condition. Mathematical subject classification: 90C22, 90
Computational & Applied Mathematics. Publicado em: 2012
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4. A filter algorithm for nonlinear semidefinite programming
This paper proposes a filter method for solving nonlinear semidefinite programming problems. Our method extends to this setting the filter SQP (sequential quadratic programming) algorithm, recently introduced for solving nonlinear programming problems, obtaining the respective global convergence results. Mathematical subject classification: 90C30, 90C55.
Computational & Applied Mathematics. Publicado em: 2010-06
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5. AN IMPROVED EXACT METHOD FOR THE UBQP / UM MÉTODO EXATO MELHORADO PARA O UBQP
A Programação Quadrática Binária Irrestrita (UBQP) é amplamente estudada. Trata-se de uma ferramenta de modelagem poderosa, mas otimizar de um problema NP-difícil. Neste trabalho uma nova abordagem é apresentada, que pode ser usada para construir um algoritmo exato. Além disso, a ideia básica que fundamenta o trabalho pode ser usado em um espectro a
Publicado em: 2010
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6. Semidefinite programming applied to quantum state discrimination / Discriminação de estados quanticos via programação semidefinida
In this work, we propose a new algorithm to perform the optimal discrimination of N non-orthogonal pure quantum states. This algorithm obtains the best set of POVM measurements for the problem, through the extension of the Hilbert space of N to 2N-1 dimensions. The algorithm is based on semidefinite programming and on the solution of linear systems. The algo
Publicado em: 2009
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7. Métodos de penalidade e barreira para programação convexa semidefinida / Penalty / barrier methods for convex semidefinite programming
This work deals with multiplier methods to solve semidefinite convex programming problems and the analysis of their proprieties based on the proximal point method applied on the dual problem. We focus on a subclass of semidefinite programming problems with affine constraints, for which we study duality relations an conditions for the existence of solutions o
Publicado em: 2009
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8. An augmented Lagrangian SQP method for solving some special class of nonlinear semi-definite programming problems
In this paper, we consider a special class of nonlinear semi-definite programming problems that represents the fixed order H2/H¥ synthesis problem. An augmented Lagrangian sequential quadratic programming method combined with a trust region globalization strategy is described, taking advantage of the problem structure and using inex
Computational & Applied Mathematics. Publicado em: 2005-12
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9. Mixed H2 / H Infinity control through linear inequalities for flexible structures vibration reduction / Controle H2 / H Infinito via desigualdades matriciais lineares para atenuação de vibrações em estruturas flexiveis
This work has the goal to verify the action of a mixed H2/ Hoo control formulation through output feedback for a structure modelIed in finite elements. Therefore, the pure H2 and Hoo control formulations through output feedback are also verified to validate the described equations in this work for the mixed control and show a reference to their expected resu
Publicado em: 2005
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10. A numerical implementation of an interior point method for semidefinite programming
Este artigo considera um algoritmo proposto por Alizadeh para programação semidefinida linear. A prova de convergência apresentada por Alizadeh baseia-se numa inequação errada, corrigimos a demonstração. Em cada passo, o algoritmo utiliza uma busca linear. Para ser eficiente, esta busca linear precisa do valor da derivada, apresentamos este valor. Fin
Pesquisa Operacional. Publicado em: 2003-01