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：
070105 ; 1201 ;
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.
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收藏
页码：1810 / 1826
页数：17
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