A Primal-Dual Interior-Point Filter Method for Nonlinear Semidefinite Programming

摘要：

This paper proposes a primal-dual interior-point filter method for nonlinear semidefinite programming, which is an extension of the work of Ulbrich et al. (Math. Prog., 100(2):379-410,2004). We use a mixed norm to tackle with trust region constraints and global convergence to first-order critical points can be proved.

关键词： Nonlinear semidefinite programming Interior-point method Primal-dual Filter Global convergence

作者: Zhong-Yi Liu Wen-Yu Sun

作者单位: College of Science, Hohai University, Nanjing 210098, China School of Mathematics and Computer Sciences, Nanjing Normal University, Nanjing 210097, China

会议类型: 国际会议

会议名称: The Seventh International Symposium(ISORA08)(第七届国际效力研究及其应用学术会议)

会议地点: 云南丽江

会议语种:英文

页码: 112-118

在线出版日期: 2008-10-31（万方平台首次上网日期，不代表论文的发表时间）