On filter-successive linearization methods for nonlinear semidefinite programming (Q1047869): Difference between revisions

The authors present a filter-successive linearization method with trust region for solutions of nonlinear semidefinite programming. Such a method is based on the concept of filter for nonlinear programming introduced by \textit{R. Fletcher, S. Leyffer} and \textit{P. L. Toint} [SIAM J. Optim., 13, No.~1, 44--59 (2002; Zbl 1029.65063)]. The new method is shown to be globally convergent under certain weaker assumptions. Some preliminary numerical results indicate that the new method is promising, although further numerical experiments are necessary in order to get a more complete picture about the behavior of the method.