A cut-plane algorithm for nonlinear convex semidefinite programming
LI Zhi-yong
Abstract
LI Zhi-yong
Abstract
In the paper,the primal nonlinear convex semidefinite programming problem is transformed into a new problem whose subject function is linear.Then,the new problem is solved by cut-plane algorithm.At last,we show that the algorithm is convergence.
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In the paper,the primal nonlinear convex semidefinite programming problem is transformed into a new problem whose subject function is linear.Then,the new problem is solved by cut-plane algorithm.At last,we show that the algorithm is convergence.
Key concepts: Semidefinite programming, Semidefinite embedding, Cutting-plane method, Nonlinear programming, Mathematics, Mathematical optimization, Conic optimization, Regular polygon