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

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  • 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

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.

Cite this article

LI Jianling, ZHANG Hui, YANG Zhenping, JIAN Jinbao .

A globally convergent SSDP algorithm without a penalty function or a filter for nonlinear semidefinite programming
[J]. Operations Research Transactions, 2018 , 22(4) : 1 -16 . DOI: 10.15960/j.cnki.issn.1007-6093.2018.04.001

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