Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming

被引：25
作者：
Yamashita, Hiroshi [1 ]
Yabe, Hiroshi [2 ]
机构：
[1] Math Syst Inc, Shinjuku Ku, Tokyo 1600022, Japan
[2] Tokyo Univ Sci, Dept Math Informat Sci, Fac Sci, Shinjuku Ku, Tokyo 1628601, Japan
来源：
MATHEMATICAL PROGRAMMING | 2012年 / 132卷 / 1-2期
基金：
日本学术振兴会;
关键词：
Nonlinear semidefinite programming; Primal-dual interior point method; Local and superlinear convergence; LINEAR COMPLEMENTARITY-PROBLEM; AUGMENTED LAGRANGIAN METHOD; ROBUST-CONTROL; ALGORITHMS; DIRECTION;
D O I：
10.1007/s10107-010-0354-x
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
In this paper, we consider a primal-dual interior point method for solving nonlinear semidefinite programming problems. We propose primal-dual interior point methods based on the unscaled and scaled Newton methods, which correspond to the AHO, HRVW/KSH/M and NT search directions in linear SDP problems. We analyze local behavior of our proposed methods and show their local and superlinear convergence properties.
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页码：1 / 30
页数：30
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