A Homotopy Method for Nonconvex Semidefinite Programming
In this paper, a homotopy method is proposed for solving nonconvex semidefinite programming. A homotopy is constructed, and the existence and global convergence to a Karush-Kuhn-Tucker (KKT) point with probability one of a smooth homotopy path determined by the homotopy equation are proven under mild conditions. A predictor-corrector algorithm is given for numerically tracing the homotopy path. The numerical tests with nonconvex semidefinite programming formulations of several control design problems with the data contained in COMPleib are done. Numerical results show that the proposed algorithm is feasible and applicable.
Nonconvex semidefinite programming Homotopy method Interior point method Infeasible interior point method Global convergence
Li YANG Bo YU
School of Mathematical Sciences, Dalian University of Technology Dalian, Liaoning 116024, China
国际会议
上海
英文
329-330
2010-12-10（万方平台首次上网日期，不代表论文的发表时间）