A Line Search SQP-type Method with Bi-object Strategy for Nonlinear Semidefinite Programming

We propose a line search exact penalty method with bi-object strategy for nonlinear semidefinite programming. At each iteration, we solve a linear semidefinite programming to test whether the linearized constraints are consistent or not. The search direction is generated by a piecewise quadratic-lin...

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Veröffentlicht in:Acta Mathematicae Applicatae Sinica Jg. 38; H. 2; S. 388 - 409
Hauptverfasser: Fu, Wen-hao, Chen, Zhong-wen
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Berlin/Heidelberg Springer Berlin Heidelberg 01.04.2022
Springer Nature B.V
Ausgabe:English series
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ISSN:0168-9673, 1618-3932
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Abstract We propose a line search exact penalty method with bi-object strategy for nonlinear semidefinite programming. At each iteration, we solve a linear semidefinite programming to test whether the linearized constraints are consistent or not. The search direction is generated by a piecewise quadratic-linear model of the exact penalty function. The penalty parameter is only related to the information of the current iterate point. The line search strategy is a penalty-free one. Global and local convergence are analyzed under suitable conditions. We finally report some numerical experiments to illustrate the behavior of the algorithm on various degeneracy situations.
AbstractList We propose a line search exact penalty method with bi-object strategy for nonlinear semidefinite programming. At each iteration, we solve a linear semidefinite programming to test whether the linearized constraints are consistent or not. The search direction is generated by a piecewise quadratic-linear model of the exact penalty function. The penalty parameter is only related to the information of the current iterate point. The line search strategy is a penalty-free one. Global and local convergence are analyzed under suitable conditions. We finally report some numerical experiments to illustrate the behavior of the algorithm on various degeneracy situations.
Author Chen, Zhong-wen
Fu, Wen-hao
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  organization: School of Mathematical Sciences, Soochow University
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Issue 2
Keywords rate of convergence
bi-object strategy
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nonlinear semidefinite programming
global convergence
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Snippet We propose a line search exact penalty method with bi-object strategy for nonlinear semidefinite programming. At each iteration, we solve a linear semidefinite...
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SubjectTerms Algorithms
Applications of Mathematics
Iterative methods
Math Applications in Computer Science
Mathematical and Computational Physics
Mathematics
Mathematics and Statistics
Penalty function
Search methods
Semidefinite programming
Theoretical
Title A Line Search SQP-type Method with Bi-object Strategy for Nonlinear Semidefinite Programming
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