A Global Algorithm for Nonlinear Semidefinite Programming

A Global Algorithm for Nonlinear Semidefinite Programming

In this paper we propose a global algorithm for solving nonlinear semidefinite programming problems. This algorithm, inspired by the classic SQP (sequentially quadratic programming) method, modifies the S-SDP (sequentially semidefinite programming) local method by using a nondifferentiable merit fun...

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Veröffentlicht in:SIAM journal on optimization 2004-01, Vol.15 (1), p.303-318
Hauptverfasser: Correa, Rafael, C., Hector Ramirez
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Applied mathematics
Control theory
Mathematical programming
Semidefinite programming
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Zusammenfassung:In this paper we propose a global algorithm for solving nonlinear semidefinite programming problems. This algorithm, inspired by the classic SQP (sequentially quadratic programming) method, modifies the S-SDP (sequentially semidefinite programming) local method by using a nondifferentiable merit function combined with a line search strategy.
ISSN:1052-6234
1095-7189
DOI:10.1137/S1052623402417298