Existence and Uniqueness of the AHO Search Direction in Primal-Dual Interior-Point Algorithms for the Quadratic

摘要

In this paper, we derive the Newton system for the solution of the quadratic semidefinite programming (QSDP) using Wolfe's theorem in convex pro gramming, similar to the case of the semidefinite programming (SDP) .The AHO search direction is computed by applying the Newton method to the Newton system of QSDP. We prove the existence and uniqueness of the AHO search direction. Then we give how to compute the AHO search direction. Finally, we give further research work that deserves to be done.