【摘要】 将半定规划转化为一个变分不等式 ,在满足单调性的假设下 ,提出了一种新算法 ,并给出算法的收敛性分析 .该算法简便易行且具有直观的几何意义 ,数值实验结果表明此方法是有效的更多还原

【Abstract】 Semidefinite programming is transformed into the variational inequality problem. We propose a new algorithm and make the convergence analysis under monotonicity assumption. The algorithm is simple and admits a nice geometric interpretation. The numerical experiment indicates that this method is effective.更多还原