Content area
Abstract
(ProQuest: ... denotes formulae and/or non-USASCII text omitted; see image)
In this paper, we present a QP-free algorithm for nonlinear semidefinite programming. At each iteration, the search direction is yielded by solving two systems of linear equations with the same coefficient matrix; ...... penalty function is used as merit function for line search, the step size is determined by Armijo type inexact line search. The global convergence of the proposed algorithm is shown under suitable conditions. Preliminary numerical results are reported.
Details
Title
A globally convergent QP-free algorithm for nonlinear semidefinite programming
Author
Li, Jian-ling 1 ; Yang, Zhen-ping 1 ; Jian, Jin-bao 2
1 College of Mathematics and Information Science, Guangxi University, Nanning, Guangxi, China
2 School of Mathematics and Statistics, Guangxi Colleges and Universities Key Laboratory of Complex System Optimization and Big Data Processing, Yulin Normal University, Yulin, Guangxi, China
1 College of Mathematics and Information Science, Guangxi University, Nanning, Guangxi, China
2 School of Mathematics and Statistics, Guangxi Colleges and Universities Key Laboratory of Complex System Optimization and Big Data Processing, Yulin Normal University, Yulin, Guangxi, China
Pages
1-21
Publication year
2017
Publication date
Jun 2017
ISSN
10255834
e-ISSN
1029242X
Source type
Scholarly Journal
Language of publication
English
ProQuest document ID
1912906564
Copyright
Journal of Inequalities and Applications is a copyright of Springer, 2017.