典型文献
A Line Search SQP-type Method with Bi-object Strategy for Nonlinear Semidefinite Programming
文献摘要:
We propose a line search exact penalty method with bi-object strategy for nonlinear semidefinite programming.At each iteration,we solve a linear semidefinite programming to test whether the linearized constraints are consistent or not.The search direction is generated by a piecewise quadratic-linear model of the exact penalty function.The penalty parameter is only related to the information of the current iterate point.The line search strategy is a penalty-free one.Global and local convergence are analyzed under suitable conditions.We finally report some numerical experiments to illustrate the behavior of the algorithm on various degeneracy situations.
文献关键词:
中图分类号:
作者姓名:
Wen-hao FU;Zhong-wen CHEN
作者机构:
School of Mathematical Sciences,Suzhou University of Science and Technology,Suzhou 215009,China;School of Mathematical Sciences,Soochow University,Suzhou 215006,China
文献出处:
引用格式:
[1]Wen-hao FU;Zhong-wen CHEN-.A Line Search SQP-type Method with Bi-object Strategy for Nonlinear Semidefinite Programming)[J].应用数学学报(英文版),2022(02):388-409
A类:
iterate
B类:
Line,Search,SQP,type,Method,Bi,object,Strategy,Nonlinear,Semidefinite,Programming,We,propose,search,exact,penalty,method,bi,strategy,nonlinear,semidefinite,programming,At,each,iteration,we,solve,test,whether,linearized,constraints,are,consistent,not,direction,generated,by,piecewise,quadratic,model,function,parameter,only,related,information,current,point,free,one,Global,local,convergence,analyzed,under,suitable,conditions,finally,report,some,numerical,experiments,illustrate,behavior,algorithm,various,degeneracy,situations
AB值:
0.673399
相似文献
机标中图分类号,由域田数据科技根据网络公开资料自动分析生成,仅供学习研究参考。