An Augmented Lagrangian algorithm for nonlinear semidefinite programming applied to the covering problem

被引:0
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作者
Ernesto G. Birgin
Walter Gómez
Gabriel Haeser
Leonardo M. Mito
Daiana O. Santos
机构
[1] University of São Paulo,Department of Computer Science
[2] Universidad de La Frontera,Department of Mathematical Engineering
[3] University of São Paulo,Department of Applied Mathematics
[4] Federal University of Acre,Center of Exact and Technological Sciences
来源
Computational and Applied Mathematics | 2020年 / 39卷
关键词
Augmented Lagrangian; Nonlinear semidefinite programming; Covering problem; Convex algebraic geometry; 90C22; 90C46; 90C30;
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摘要
In this work, we present an Augmented Lagrangian algorithm for nonlinear semidefinite problems (NLSDPs), which is a natural extension of its consolidated counterpart in nonlinear programming. This method works with two levels of constraints; one that is penalized and other that is kept within the subproblems. This is done to allow exploiting the subproblem structure while solving it. The global convergence theory is based on recent results regarding approximate Karush–Kuhn–Tucker optimality conditions for NLSDPs, which are stronger than the usually employed Fritz John optimality conditions. Additionally, we approach the problem of covering a given object with a fixed number of balls with a minimum radius, where we employ some convex algebraic geometry tools, such as Stengle’s Positivstellensatz and its variations, which allows for a much more general model. Preliminary numerical experiments are presented.
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