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 |
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description | 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. |
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subjects | Algorithms Applied mathematics Control theory Mathematical programming Semidefinite programming |
title | A Global Algorithm for Nonlinear Semidefinite Programming |
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