A Class of Quadratic Semi-Definite Programming with Mixed Constraints and Its Projection and Contraction Algorithm
Song Hai-zhou · Journal of Huaqiao University · 2011
In this paper,we discuss a class of quadratic semi-definite programming problem with linear inequality constraints and linear inequality constraints.The duality theories are presented.After proving the equivalence of its optimality conditions and monotonous linear variational inequalities,we present its projection and contraction algorithm.It is proved that the algorithm is global convergence after analyzing its convergence.