English

运筹学学报 >

2018 , Vol. 22 >Issue 4: 1 - 16

DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2018.04.001

运筹学

非线性半定规划一个全局收敛的无罚无滤子SSDP算法

展开
  • 1. 广西大学数学与信息科学学院, 南宁 530004; 2. 上海大学管理学院, 上海 200444; 3. 广西民族大学理学院, 南宁 530006

收稿日期: 2018-02-01

  网络出版日期: 2018-12-15

基金资助

国家自然科学基金(No.11561005), 广西自然科学基金(Nos. 2016GXNSFAA380248, 2014GXNSFFA118001)

收起

A globally convergent SSDP algorithm without a penalty function or a filter for nonlinear semidefinite programming

Expand
  • 1. College of Mathematics and Information Science, Guangxi University, Nanning 530004, China; 2. School of Management, Shanghai University, Shanghai 200444, China; 3. College of Science, Guangxi University for Nationalities, Nanning 530006, China

Received date: 2018-02-01

  Online published: 2018-12-15

Fold

摘要

提出了一个求解非线性半定规划的无罚函数无滤子序列二次半定规划(SSDP)算法. 算法每次迭代只需求解一个二次半定规划子问题确定搜索方向; 非单调线搜索保证目标函数或约束违反度函数的充分下降, 从而产生新的迭代点. 在适当的假设条件下, 证明了算法的全局收敛性. 最后给出了初步的数值实验结果.

关键词： 非线性半定规划; SSDP算法; 非单调线搜索; 全局收敛性

本文引用格式

黎健玲, 张辉, 杨振平, 简金宝 . 非线性半定规划一个全局收敛的无罚无滤子SSDP算法[J]. 运筹学学报, 2018 , 22(4) : 1 -16 . DOI: 10.15960/j.cnki.issn.1007-6093.2018.04.001

Abstract

In this paper, we present a sequence quadratic semidefinite programming (SSDP) algorithm method without a penalty function or a filter for nonlinear  semidefinite programming. At each iteration, the search direction is determined by solving a specially quadratic semidefinite programming subproblem. The nonmonotone line search ensures that the objective function or constraint violation function is sufficiently reduced. The proposed algorithm is globally convergent under some mild conditions. The preliminary numerical results are reported at the end of the paper.

Key words： nonlinear semidefinite programming; SSDP algorithm; nonmonotone line search; global convergence

Options
文章导航

/

〈 〉