A Filter Method for Nonlinear Semidefinite Programming with Global Convergence

被引：0
|
作者：
Zhi Bin ZHU [1 ]
Hua Li ZHU [1 ]
机构：
[1] School of Mathematics and Computing Science, Guilin University of Electronic Technology
来源：
ActaMathematicaSinica(EnglishSeries) | 2014年 / 30卷 / 10期
基金：
中国国家自然科学基金;
关键词：
Cone programming; nonlinear semidefinite programming; filter method; step size; global convergence;
D O I：
暂无
中图分类号：
O221.2 [非线性规划];
学科分类号：
摘要：
In this study, a new filter algorithm is presented for solving the nonlinear semidefinite programming. This algorithm is inspired by the classical sequential quadratic programming method.Unlike the traditional filter methods, the sufficient descent is ensured by changing the step size instead of the trust region radius. Under some suitable conditions, the global convergence is obtained. In the end, some numerical experiments are given to show that the algorithm is effective.
引用
收藏
页码：1810 / 1826
页数：17
相关论文
共 50 条
  • [1] A filter method for nonlinear semidefinite programming with global convergence
    Zhi Bin Zhu
    Hua Li Zhu
    Acta Mathematica Sinica, English Series, 2014, 30 : 1810 - 1826
  • [2] A Filter Method for Nonlinear Semidefinite Programming with Global Convergence
    Zhu, Zhi Bin
    Zhu, Hua Li
    ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2014, 30 (10) : 1810 - 1826
  • [3] Optimality conditions and global convergence for nonlinear semidefinite programming
    Andreani, Roberto
    Haeser, Gabriel
    Viana, Daiana S.
    MATHEMATICAL PROGRAMMING, 2020, 180 (1-2) : 203 - 235
  • [4] Optimality conditions and global convergence for nonlinear semidefinite programming
    Roberto Andreani
    Gabriel Haeser
    Daiana S. Viana
    Mathematical Programming, 2020, 180 : 203 - 235
  • [5] GLOBAL CONVERGENCE OF FILTER METHODS FOR NONLINEAR PROGRAMMING
    Ribeiro, Ademir A.
    Karas, Elizabeth W.
    Gonzaga, Ovis C.
    SIAM JOURNAL ON OPTIMIZATION, 2008, 19 (03) : 1231 - 1249
  • [6] Global and local convergence of a filter line search method for nonlinear programming
    Chin, Choong Ming
    Rashid, Abdul Halim Abdul
    Nor, Khalid Mohamed
    OPTIMIZATION METHODS & SOFTWARE, 2007, 22 (03): : 365 - 390
  • [7] A FILTER SUCCESSIVE LINEAR PROGRAMMING METHOD FOR NONLINEAR SEMIDEFINITE PROGRAMMING PROBLEMS
    Xu, Yi
    Sun, Wenyu
    NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION, 2012, 2 (01): : 193 - 206
  • [8] The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
    Sun, Defeng
    Sun, Jie
    Zhang, Liwei
    MATHEMATICAL PROGRAMMING, 2008, 114 (02) : 349 - 391
  • [9] On the use of Jordan Algebras for improving global convergence of an Augmented Lagrangian method in nonlinear semidefinite programming
    Andreani, R.
    Fukuda, E. H.
    Haeser, G.
    Santos, D. O.
    Secchin, L. D.
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2021, 79 (03) : 633 - 648
  • [10] The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
    Defeng Sun
    Jie Sun
    Liwei Zhang
    Mathematical Programming, 2008, 114 : 349 - 391
12345