A Global Algorithm for Nonlinear Semidefinite Programming

Rafael Correa , Héctor Ramírez C. (1)

1 SYDOCO - Dynamic systems, optimisation and optimal command

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.

Mots clés: NONLINEAR SEMIDEFINITE PROGRAMMING; SEQUENTALLY PROGRAMMING; GLOBAL CONVERGENCE

Domaines: Autre [cs.OH]

Rafael Correa, Héctor Ramírez C.. A Global Algorithm for Nonlinear Semidefinite Programming. [Research Report] RR-4672, INRIA. 2002. ⟨inria-00071913⟩