A Global Algorithm for Nonlinear Semidefinite Programming
Rafael Corrêa, Héctor Ramírez
Abstract
Rafael Corrêa, Héctor Ramírez
Abstract
In this paper we propose a global algorithm for solving nonlinear semidefinite programming problems. This algorithm, inspired by the classic SQP (sequentially quadratic programming) method, modifies the S-SDP (sequentially semidefinite programming) local method by using a nondifferentiable merit function combined with a line search strategy.
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In this paper we propose a global algorithm for solving nonlinear semidefinite programming problems. This algorithm, inspired by the classic SQP (sequentially quadratic programming) method, modifies the S-SDP (sequentially semidefinite programming) local method by using a nondifferentiable merit function combined with a line search strategy.
Key concepts: Semidefinite programming, Semidefinite embedding, Sequential quadratic programming, Mathematics, Quadratically constrained quadratic program, Nonlinear programming, Line search, Mathematical optimization