Successive Linearization Methods for Nonlinear Semidefinite Programs

We present a successive linearization method with a trust region-type globalization for the solution of nonlinear semidefinite programs. At each iteration, the method solves a quadratic semidefinite program, which can be converted to a linear semidefinite program with a second order cone constraint....

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Veröffentlicht in:	Computational optimization and applications Jg. 31; H. 3; S. 251 - 273
Hauptverfasser:	Kanzow, Christian, Nagel, Christian, Kato, Hirokazu, Fukushima, Masao
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	New York Springer Nature B.V 01.07.2005
Schlagworte:	Algorithms Applied mathematics Control theory Convergence Globalization Iterative methods Linearization Mathematical analysis Mathematical models Matrix methods Methods Nonlinear programming Optimization Software Studies
ISSN:	0926-6003, 1573-2894
Online-Zugang:	Volltext
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