8481 articles  [version française]

inria-00071913, version 1

A Global Algorithm for Nonlinear Semidefinite Programming

Rafael Correa, Héctor Ramírez C. 1

N° RR-4672 (2002)

Abstract: In this paper we propose a global algorithm for solving nonlinear semidefinit- e programming problems. This algorithm, inspired in the classic SQP (Sequentia- lly Quadratic Programming) method, modifies the S-SDP (Sequentially Semidefini- te Programming) local method by using a nondifferentiable merit function combined with a linear search strategy.

  • 1:  SYDOCO (INRIA Rocquencourt)
  • INRIA
  • Domain : Computer Science/Other
  • Keywords : NONLINEAR SEMIDEFINITE PROGRAMMING / SEQUENTALLY PROGRAMMING / GLOBAL CONVERGENCE
  • Internal note : RR-4672
 
  • inria-00071913, version 1
  • http://hal.inria.fr/inria-00071913
  • oai:hal.inria.fr:inria-00071913
  • From: Rapport De Recherche Inria <>
  • Submitted on: Tuesday, 23 May 2006 19:14:04
  • Updated on: Thursday, 15 March 2007 13:15:57