A homotopy method for nonlinear semidefinite programming

Li Yang () and Bo Yu ()

Computational Optimization and Applications, 2013, vol. 56, issue 1, 96 pages

Abstract: In this paper, for solving the nonlinear semidefinite programming problem, a homotopy is constructed by using the parameterized matrix inequality constraint. Existence of a smooth path determined by the homotopy equation, which starts from almost everywhere and converges to a Karush–Kuhn–Tucker point, is proven under mild conditions. A predictor-corrector algorithm is given for numerically tracing the smooth path. Numerical tests with nonlinear semidefinite programming formulations of several control design problems with the data contained in COMPl e ib are done. Numerical results show that the proposed algorithm is feasible and applicable. Copyright Springer Science+Business Media New York 2013

Keywords: Nonlinear semidefinite programming; Homotopy method; Predictor-corrector algorithm; Global convergence (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s10589-013-9545-8

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