多目标半定规划不可行内点算法.pdf

Æ  ℄ Æ Æ ÆÆ Æ  -  I Abstract The infeasible interior point algorithm for multiobjective semidefinite programming Abstract Semidefinite programming is an extension of linear programming.In recent years,the research for semidefinite programming has a rapid development for a lot of practical requirements.However,in our daily life,multiobjective programming problem is very fa- miliar.It mainly focuses on the problems with certain conditions under which multiple numeric objective functions arrive at optimization results synchronously. Multiobjec- tive semidefinite programming combine multiobjective programming with semidefinite programming.It has a wide application in many fields such as combinatorial optimiza- tion,finance and electrical engineering.So it is very significative to give an efficient algorithm to solve Multiobjective semidefinite programming problem. There are four chapters in this paper. The first chapter is the introduction of this paper which include the history and contents of multiobjective programming and semidefinite programming. In the second one,we introduce some conceptions and trans- formations about the matrix,and analyze the theory foundation of interior-point al- gorithm for semidefinite programming.In the third chapter,we present an infeasible interior point algorithm for semidefinite programming,and prove that the algorithm is conver