A line search exact penalty method for nonlinear semidefinite programming

Qi Zhao () and Zhongwen Chen ()
Additional contact information
Qi Zhao: Soochow University
Zhongwen Chen: Soochow University

Computational Optimization and Applications, 2020, vol. 75, issue 2, No 6, 467-491

Abstract: Abstract In this paper, we present a line search exact penalty method for solving nonlinear semidefinite programming (SDP) problem. Compared with the traditional sequential semidefinite programming (SSDP) method which requires that the subproblem at every iterate point is compatible, this method is more practical. We first use a robust subproblem, which is always feasible, to get a detective step, then compute a search direction either from a traditional SSDP subproblem or a quadratic optimization subproblem with the penalty term. This two-phase strategy with the $$l_1$$l1 exact penalty function is employed to promote the global convergence, which is analyzed without assuming any constraint qualifications. Some preliminary numerical results are reported.

Keywords: Nonlinear semidefinite programming; Sequential semidefinite programming method; Two-phase strategy; Global convergence; 49K05; 90C22; 90C55 (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s10589-019-00158-x Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:coopap:v:75:y:2020:i:2:d:10.1007_s10589-019-00158-x

Ordering information: This journal article can be ordered from
http://www.springer.com/math/journal/10589

DOI: 10.1007/s10589-019-00158-x

Access Statistics for this article

Computational Optimization and Applications is currently edited by William W. Hager

More articles in Computational Optimization and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().