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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Bibliographic Details
Published in:	Acta Mathematicae Applicatae Sinica Vol. 38; no. 2; pp. 388 - 409
Main Authors:	Fu, Wen-hao, Chen, Zhong-wen
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.04.2022 Springer Nature B.V
Edition:	English series
Subjects:	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 rate of convergence bi-object strategy 49M30 nonlinear semidefinite programming global convergence 90C22
ISSN:	0168-9673, 1618-3932
Online Access:	Get full text
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