A filter method for nonlinear semidefinite programming with global convergence |
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Authors: | Zhi Bin Zhu Hua Li Zhu |
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Institution: | 1. School of Mathematics and Computing Science, Guilin University of Electronic Technology, Guilin, 541004, P. R. China
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Abstract: | 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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Keywords: | Cone programming nonlinear semidefinite programming filter method step size global convergence |
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