Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming

Huixian Wu (), Hezhi Luo (), Xiaodong Ding () and Guanting Chen ()

Computational Optimization and Applications, 2013, vol. 56, issue 3, 558 pages

Abstract: We investigate in this paper global convergence properties of the augmented Lagrangian method for nonlinear semidefinite programming (NLSDP). Four modified augmented Lagrangian methods for solving NLSDP based on different algorithmic strategies are proposed. Possibly infeasible limit points of the proposed methods are characterized. It is proved that feasible limit points that satisfy the Mangasarian-Fromovitz constraint qualification are KKT points of NLSDP without requiring the boundedness condition of the multipliers. Preliminary numerical results are reported to compare the performance of the modified augmented Lagrangian methods. Copyright Springer Science+Business Media New York 2013

Keywords: Nonlinear semidefinite program; Modified augmented Lagrangian methods; Convergence to KKT points; Boundedness of multipliers (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (7)

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DOI: 10.1007/s10589-013-9568-1

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