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Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved

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  • In this paper, we analyze the convergence properties of a nonlinear Lagrangian method based on Log-Sigmoid function for nonconvex semidefinite programming (NCSDP) problems. It is different from other convergence analysis, because the subproblem in our algorithm is inexactly solved. Under the constraint nondegeneracy condition, the strict complementarity condition and the second order sufficient conditions, it is obtained that the nonlinear Lagrangian algorithm proposed is locally convergent by choosing a proper stopping criterion and the error bound of solution is proportional to the penalty parameter when the penalty parameter is less than a threshold.
    Mathematics Subject Classification: Primary: 90C22, 90C26; Secondary: 90C30.

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