Group Symmetry in Interior-Point Methods for Semidefinite Program

被引:37
|
作者
Kanno, Yoshihiro [1 ]
Ohsaki, Makoto [1 ]
Murota, Kazuo [2 ,3 ]
Katoh, Naoki [1 ]
机构
[1] Kyoto Univ, Dept Architecture & Architectural Syst, Sakyo Ku, Kyoto 6068501, Japan
[2] Kyoto Univ, Math Sci Res Inst, Sakyo Ku, Kyoto 6068502, Japan
[3] Univ Tokyo, Dept Math Engn & Informat Phys, Bunkyo Ku, Tokyo 1138656, Japan
关键词
semidefinite program; primal-dual interior-point method; group representation theory; structural optimization;
D O I
10.1023/A:1015366416311
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
A class of group symmetric Semi-Definite Program (SDP) is introduced by using the framework of group representation theory. It is proved that the central path and several search directions of primal-dual interior-point methods are group symmetric. Preservation of group symmetry along the search direction theoretically guarantees that the numerically obtained optimal solution is group symmetric. As an illustrative example, we show that the optimization problem of a symmetric truss under frequency constraints can be formulated as a group symmetric SDP. Numerical experiments using an interior-point algorithm demonstrate convergence to strictly group symmetric solutions.
引用
收藏
页码:293 / 320
页数:28
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