Correa, R., Ram'irez C., H. (2002): A global algorithm for nonlinear semidefinite programming. Research Report 4672, INRIA, Rocquencourt, France  Home/Search   Document Not in Database   Summary   Related Articles

....NLSDPs. The paper [7] also contains a proof of local quadratic convergence. However, in contrast to this paper, the algorithm [7] is not derived from a comparison with interior point algorithms and the proof of convergence does not use any differentiability properties of the optimal solutions. In [5], Correa and Ram irez present a proof of global convergence of a modification of the method proposed in [7] The modification employs certain merit functions to control the step lengths of the SQP algorithm. The remainder of this paper is organized as follows. In Section 2, we introduce some ....

....example, the SSP method can be augmented by a penalty term in case that the subproblems (20) become infeasible. In this case, the right hand sides, 0 , of the first three rows in (18) are replaced by weaker, penalized right hand sides. Moreover, the convergence analysis of the method proposed in [5, 7] yields results that are comparable to the ones for standard SQP methods. The standard analysis of quadratic convergence of SQP methods for nonlinear programs that satisfy strict complementarity conditions proceeds by first showing that the active constraints will be identified correctly in the ....

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Correa, R., Ram'irez C., H. (2002): A global algorithm for nonlinear semidefinite programming. Research Report 4672, INRIA, Rocquencourt, France

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