On filter-successive linearization methods for nonlinear semidefinite programming (Q1047869): Difference between revisions
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Revision as of 00:34, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On filter-successive linearization methods for nonlinear semidefinite programming |
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On filter-successive linearization methods for nonlinear semidefinite programming (English)
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6 January 2010
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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.
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semidefinite programming
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nonlinear optimization
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successive linearization method
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filter method
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global convergence
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trust region
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numerical experiments
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