A filter successive linear programming method for nonlinear semidefinite programming problems

Yi Xu; Wenyu Sun

doi:10.3934/naco.2012.2.193

Article Contents

2012, Volume 2, Issue 1: 193-206. Doi: 10.3934/naco.2012.2.193

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A filter successive linear programming method for nonlinear semidefinite programming problems

Yi Xu^1, and
Wenyu Sun^1,

1.
School of Mathematical Sciences, Jiangsu Key Laboratory for NSLSCS, Nanjing Normal University, Nanjing 210046

Received: September 2011

Revised: November 2011

Published: March 2012

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Abstract

In this paper we present a successive linear programming method with filter technique for nonlinear semidefinite programming. Such a method is characterized by use of the dominance concept of multiobjective optimization,~instead of a penalty parameter. The Successive Linear Programming with Filter (SLP-Filter) was used to solve the nonlinear programming (see [8]). In this paper, we extend it to deal with nonlinear semidefinite programming, and prove the convergence of the SLP-Filter for nonlinear semidefinite programming. We report numerical experiments to show the validity of the SLP-Filter method for nonlinear semidefinite programming.

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Mathematics Subject Classification: 65k05, 90c30.

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