A Global Algorithm for Nonlinear Semidefinite Programming

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A filter algorithm for nonlinear semidefinite programming

This paper proposes a filter method for solving nonlinear semidefinite programming problems. Our method extends to this setting the filter SQP (sequential quadratic programming) algorithm, recently introduced for solving nonlinear programming problems, obtaining the respective global convergence results. Mathematical subject classification: 90C30, 90C55.

متن کامل

A path-following infeasible interior-point algorithm for semidefinite programming

We present a new algorithm obtained by changing the search directions in the algorithm given in [8]. This algorithm is based on a new technique for finding the search direction and the strategy of the central path. At each iteration, we use only the full Nesterov-Todd (NT)step. Moreover, we obtain the currently best known iteration bound for the infeasible interior-point algorithms with full NT...

متن کامل

A feasible direction interior point algorithm for nonlinear semidefinite programming

We present a new algorithm for nonlinear semidefinite programming, based on the iterative solution in the primal and dual variables of Karush-KuhnTucker optimality conditions, which generates a feasible decreasing sequence. At each iteration, two linear systems with the same matrix are solved to compute a feasible descent direction and then an inexact line search is performed in order to determ...

متن کامل

A globally convergent QP-free algorithm for nonlinear semidefinite programming

In this paper, we present a QP-free algorithm for nonlinear semidefinite programming. At each iteration, the search direction is yielded by solving two systems of linear equations with the same coefficient matrix; [Formula: see text] penalty function is used as merit function for line search, the step size is determined by Armijo type inexact line search. The global convergence of the proposed ...

متن کامل

A robust algorithm for semidefinite programming

Current successful methods for solving semidefinite programs, SDP, are based on primal-dual interior-point approaches. These usually involve a symmetrization step to allow for application of Newton’s method followed by block elimination to reduce the size of the Newton equation. Both these steps create ill-conditioning in the Newton equation and singularity of the Jacobian of the optimality con...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: SIAM Journal on Optimization

سال: 2004

ISSN: 1052-6234,1095-7189

DOI: 10.1137/s1052623402417298