|
|||||
|
|
On filter-successive linearization methods for nonlinear semidefinite programming |
|
| Authors: | ChengJin Li WenYu Sun |
| Institution: | LI ChengJin1,2 & SUN WenYu1 1 School of Mathematical , Computer Science,Nanjing Normal University,Nanjing 210097,China 2 School of Mathematical , Computer Science,Fujian Normal University,Fuzhou 350108,China |
| Abstract: | In this paper we present a filter-successive linearization method with trust region for solutions of nonlinear semidefinite programming. Such a method is based on the concept of filter for nonlinear programming introduced by Fletcher and Leyffer in 2002. We describe the new algorithm and prove its global convergence under weaker assumptions. Some numerical results are reported and show that the new method is potentially effcient. |
| Keywords: | semidefinite programming nonlinear optimization successive linearization method filter method global convergence |
| 本文献已被 CNKI SpringerLink 等数据库收录！ | |