A FILTER SUCCESSIVE LINEAR PROGRAMMING METHOD FOR NONLINEAR SEMIDEFINITE PROGRAMMING PROBLEMS

被引：3

作者：

Xu, Yi ^{[1
]}

Sun, Wenyu ^{[1
]}

机构：

[1] Nanjing Normal Univ, Sch Math Sci, Jiangsu Key Lab NSLSCS, Nanjing 210046, Jiangsu, Peoples R China

来源：

NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION | 2012年 / 2卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Nonlinear programming; nonlinear semidefinite programming; filter method; successive linear programming; optimization; global convergence;

D O I：

10.3934/naco.2012.2.193

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we present a successive linear programming method with filter technique for nonlinear semidefinite programming. Such a method is characterized by use of the dominance concept of multiobjective optimization, instead of a penalty parameter. The Successive Linear Programming with Filter (SLP-Filter) was used to solve the nonlinear programming (see [8]). In this paper, we extend it to deal with nonlinear semidefinite programming, and prove the convergence of the SLP-Filter for nonlinear semidefinite programming. We report numerical experiments to show the validity of the SLP-Filter method for nonlinear semidefinite programming.

引用

页码：193 / 206

页数：14

共 25 条

[1] Penalty and barrier methods for convex semidefinite programming [J].