A filter algorithm for nonlinear semidefinite programming
A filter algorithm for nonlinear semidefinite programming
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DOI：
10.1590/s1807-03022010000200010
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发表时间：
2010-08
影响因子：
2.6
通讯作者：
Waler Gómez;Héctor Remírez
中科院分区：
文献类型：
--
作者：
Waler Gómez;Héctor Remírez
本文提出了一种求解非线性半定规划问题的滤波器方法。我们的方法扩展到最近引入的用于解决非线性规划问题的滤波器SQP（顺序二次规划）算法的这种设置，获得各自的全局收敛结果。数学科目分类：90C30、90C55。
This paper proposes a filter method for solving nonlinear semidefinite programming problems. Our method extends to this setting the filter SQP (sequential quadratic programming) algorithm, recently introduced for solving nonlinear programming problems, obtaining the respective global convergence results. Mathematical subject classification: 90C30, 90C55.