A primal-dual interior point method for nonlinear semidefinite programming
نویسندگان
چکیده
In this paper, we consider a primal-dual interior point method for solving nonlinear semidefinite programming problems. By combining the primal barrier penalty function and the primal-dual barrier function, a new primal-dual merit function is proposed within the framework of the line search strategy. We show the global convergence property of our method.
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ورودعنوان ژورنال:
- Math. Program.
دوره 135 شماره
صفحات -
تاریخ انتشار 2012