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Journal of Automation and Information Sciences
SJR: 0.275 SNIP: 0.59 CiteScore™: 0.8

ISSN 印刷: 1064-2315
ISSN オンライン: 2163-9337

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Journal of Automation and Information Sciences

DOI: 10.1615/JAutomatInfScien.v46.i4.20
pages 9-19

Numerical Efficiency of Semidefinite Optimization Methods

Anatoliy I. Kosolap
Ukrainian State Chemical Engineering University, Dnepropetrovsk
Anastasiya S. Peretyatko
Ukrainian State Chemical Engineering University, Dnepropetrovsk

要約

Problems of semidefinite optimization and methods for their solving are under consideration. We proposed new generalized simplex method for solving problems of semidefinite optimization on the basis of approximation of cone of semidefinite matrixes by sum of matrixes with rank equal to unit. Comparative numerical experiments confirm efficiency of semidefinite simplex method.


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