Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming

被引：0
|
作者：
Huixian Wu
Hezhi Luo
Xiaodong Ding
Guanting Chen
机构：
[1] Hangzhou Dianzi University,Department of Mathematics, College of Science
[2] Zhejiang University of Technology,Department of Applied Mathematics, College of Science
来源：
Computational Optimization and Applications | 2013年 / 56卷
关键词：
Nonlinear semidefinite program; Modified augmented Lagrangian methods; Convergence to KKT points; Boundedness of multipliers;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We investigate in this paper global convergence properties of the augmented Lagrangian method for nonlinear semidefinite programming (NLSDP). Four modified augmented Lagrangian methods for solving NLSDP based on different algorithmic strategies are proposed. Possibly infeasible limit points of the proposed methods are characterized. It is proved that feasible limit points that satisfy the Mangasarian-Fromovitz constraint qualification are KKT points of NLSDP without requiring the boundedness condition of the multipliers. Preliminary numerical results are reported to compare the performance of the modified augmented Lagrangian methods.
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页码：531 / 558
页数：27
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