A globally convergent QP-free algorithm for nonlinear semidefinite programming

In this paper, we present a QP-free algorithm for nonlinear semidefinite programming. At each iteration, the search direction is yielded by solving two systems of linear equations with the same coefficient matrix; [Formula: see text] penalty function is used as merit function for line search, the st...

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Detalles Bibliográficos
Autores principales: Li, Jian-Ling, Yang, Zhen-Ping, Jian, Jin-Bao
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2017
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5488296/
https://www.ncbi.nlm.nih.gov/pubmed/28680248
http://dx.doi.org/10.1186/s13660-017-1415-y
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author Li, Jian-Ling
Yang, Zhen-Ping
Jian, Jin-Bao
author_facet Li, Jian-Ling
Yang, Zhen-Ping
Jian, Jin-Bao
author_sort Li, Jian-Ling
collection PubMed
description In this paper, we present a QP-free algorithm for nonlinear semidefinite programming. At each iteration, the search direction is yielded by solving two systems of linear equations with the same coefficient matrix; [Formula: see text] penalty function is used as merit function for line search, the step size is determined by Armijo type inexact line search. The global convergence of the proposed algorithm is shown under suitable conditions. Preliminary numerical results are reported.
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spelling pubmed-54882962017-07-03 A globally convergent QP-free algorithm for nonlinear semidefinite programming Li, Jian-Ling Yang, Zhen-Ping Jian, Jin-Bao J Inequal Appl Research In this paper, we present a QP-free algorithm for nonlinear semidefinite programming. At each iteration, the search direction is yielded by solving two systems of linear equations with the same coefficient matrix; [Formula: see text] penalty function is used as merit function for line search, the step size is determined by Armijo type inexact line search. The global convergence of the proposed algorithm is shown under suitable conditions. Preliminary numerical results are reported. Springer International Publishing 2017-06-23 2017 /pmc/articles/PMC5488296/ /pubmed/28680248 http://dx.doi.org/10.1186/s13660-017-1415-y Text en © The Author(s) 2017 Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
spellingShingle Research
Li, Jian-Ling
Yang, Zhen-Ping
Jian, Jin-Bao
A globally convergent QP-free algorithm for nonlinear semidefinite programming
title A globally convergent QP-free algorithm for nonlinear semidefinite programming
title_full A globally convergent QP-free algorithm for nonlinear semidefinite programming
title_fullStr A globally convergent QP-free algorithm for nonlinear semidefinite programming
title_full_unstemmed A globally convergent QP-free algorithm for nonlinear semidefinite programming
title_short A globally convergent QP-free algorithm for nonlinear semidefinite programming
title_sort globally convergent qp-free algorithm for nonlinear semidefinite programming
topic Research
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5488296/
https://www.ncbi.nlm.nih.gov/pubmed/28680248
http://dx.doi.org/10.1186/s13660-017-1415-y
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