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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Vydané v:	Computational optimization and applications Ročník 31; číslo 3; s. 251 - 273
Hlavní autori:	Kanzow, Christian, Nagel, Christian, Kato, Hirokazu, Fukushima, Masao
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York Springer Nature B.V 01.07.2005
Predmet:	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
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