A globally convergent QP-free algorithm for nonlinear semidefinite programming

Abstract

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.

DOI: 10.1186/s13660-017-1415-y

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Cite this paper

@inproceedings{Li2017AGC, title={A globally convergent QP-free algorithm for nonlinear semidefinite programming}, author={Jian-Ling Li and Z Yang and Jin-Bao Jian}, booktitle={Journal of inequalities and applications}, year={2017} }