A filter method for nonlinear semidefinite programming with global convergence

DOI10.1007/s10114-014-3241-1zbMath1327.90187OpenAlexW2016506754MaRDI QIDQ477865

Hua Li Zhu, Zhi Bin Zhu

Publication date: 10 December 2014

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-014-3241-1

zbMATH Keywords

global convergencecone programmingnonlinear semidefinite programmingstep sizefilter method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22)

Related Items (8)

A globally convergent QP-free algorithm for nonlinear semidefinite programming ⋮ A line search SQP-type method with bi-object strategy for nonlinear semidefinite programming ⋮ Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming ⋮ A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs ⋮ A new QP-free algorithm without a penalty function or a filter for nonlinear semidefinite programming ⋮ Optimality conditions and global convergence for nonlinear semidefinite programming ⋮ A superlinearly convergent SSDP algorithm for nonlinear semidefinite programming ⋮ A primal-dual interior point trust-region method for nonlinear semidefinite programming

Uses Software

• complib
• YALMIP
• COMPleib

Cites Work

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