A Line Search SQP-type Method with Bi-object Strategy for Nonlinear Semidefinite Programming

• 作者: Wen-hao FU Zhong-wen CHEN
• 来源期刊: 应用数学学报（英文版）
• 年，卷（期）: 2022,（2）
• 页码范围: 388-409
• 页数: 22页
• 语种: 英文

摘要

We propose a line search exact penalty method with bi-object strategy for nonlinear semidefinite programming.At each iteration,we solve a linear semidefinite programming to test whether the linearized constraints are consistent or not.The search direction is generated by a piecewise quadratic-linear model of the exact penalty function.The penalty parameter is only related to the information of the current iterate point.The line search strategy is a penalty-free one.Global and local convergence are analyzed under suitable conditions.We finally report some numerical experiments to illustrate the behavior of the algorithm on various degeneracy situations.