IDEAS home Printed from https://ideas.repec.org/a/spr/coopap/v75y2020i2d10.1007_s10589-019-00158-x.html
   My bibliography  Save this article

A line search exact penalty method for nonlinear semidefinite programming

Author

Listed:
  • Qi Zhao

    (Soochow University
    Jiangsu University of Science and Technology)

  • Zhongwen Chen

    (Soochow University)

Abstract

In this paper, we present a line search exact penalty method for solving nonlinear semidefinite programming (SDP) problem. Compared with the traditional sequential semidefinite programming (SSDP) method which requires that the subproblem at every iterate point is compatible, this method is more practical. We first use a robust subproblem, which is always feasible, to get a detective step, then compute a search direction either from a traditional SSDP subproblem or a quadratic optimization subproblem with the penalty term. This two-phase strategy with the $$l_1$$l1 exact penalty function is employed to promote the global convergence, which is analyzed without assuming any constraint qualifications. Some preliminary numerical results are reported.

Suggested Citation

  • Qi Zhao & Zhongwen Chen, 2020. "A line search exact penalty method for nonlinear semidefinite programming," Computational Optimization and Applications, Springer, vol. 75(2), pages 467-491, March.
    • Handle: RePEc:spr:coopap:v:75:y:2020:i:2:d:10.1007_s10589-019-00158-x
    DOI: 10.1007/s10589-019-00158-x
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10589-019-00158-x
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10589-019-00158-x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Zhongwen Chen & Shicai Miao, 2015. "A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 32(01), pages 1-24.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Yuya Yamakawa & Takayuki Okuno, 2022. "A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs," Computational Optimization and Applications, Springer, vol. 83(3), pages 1027-1064, December.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Qi Zhao & Zhongwen Chen, 2018. "An SQP-type Method with Superlinear Convergence for Nonlinear Semidefinite Programming," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 35(03), pages 1-25, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:coopap:v:75:y:2020:i:2:d:10.1007_s10589-019-00158-x. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.