A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming

DOI10.1142/S0217595915400060MaRDI QIDQ5245841zbMATH OpenFDO

Authors Zhongwen Chen, Shicai Miao

Publication date 15 April 2015

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0217595915400060

zbMATH Keywords

global convergencemeasure of constraint violationnonlinear semidefinite programmingpenalty-free method

Mathematics Subject Classification ID

Linear programming (90C05) Semidefinite programming (90C22) Nonlinear programming (90C30)

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Cites work

• A filter successive linear programming method for nonlinear semidefinite programming problems
• A Global Algorithm for Nonlinear Semidefinite Programming
• An augmented Lagrangian method for a class of LMI-constrained problems in robust control theory
• An interior method for nonconvex semidefinite programs
• An Interior Point Constrained Trust Region Method for a Special Class of Nonlinear Semidefinite Programming Problems
• Global and local convergence of a class of penalty-free-type methods for nonlinear programming
• Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming
• Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
• Lower-order penalization approach to nonlinear semidefinite programming
• Nonlinear leastpth optimization and nonlinear programming
• Nonlinear programming without a penalty function or a filter
• Nonlinear programming without a penalty function.
• Nonlinear semidefinite programming: sensitivity, convergence, and an application in passive reduced-order modeling
• On filter-successive linearization methods for nonlinear semidefinite programming
• On methods for solving nonlinear semidefinite optimization problems
• Penalty/Barrier multiplier algorthm for semidefinit programming^∗
• Practical Optimization
• Successive linearization methods for nonlinear semidefinite programs
• The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming

Cited in

(13)

• A structured trust region method for nonconvex programming with separable structure
• A new QP-free algorithm without a penalty function or a filter for nonlinear semidefinite programming
• A line search SQP-type method with bi-object strategy for nonlinear semidefinite programming
• A line search exact penalty method for nonlinear semidefinite programming
• A globally convergent QP-free algorithm for nonlinear semidefinite programming
• A trust-region SQP method without a penalty or a filter for nonlinear programming
• A successive linearization method with flexible penalty for nonlinear semidefinite programming
• Erratum to: A trust region method for solving semidefinite programs
• An SQP-type method with superlinear convergence for nonlinear semidefinite programming
• A homotopy method based on penalty function for nonlinear semidefinite programming
• A trust region type algorithm without a penalty and a filter for nonlinear semidefinite programming
• A globally convergent SQP-type method with least constraint violation for nonlinear semidefinite programming
• On the superlinear local convergence of a penalty-free method for nonlinear semidefinite programming

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