A Line Search SQP-type Method with Bi-object Strategy for Nonlinear Semidefinite Programming

作     者：Wen-hao FU Zhong-wen CHEN Wen-hao FU;Zhong-wen CHEN

作者机构：School of Mathematical SciencesSuzhou University of Science and TechnologySuzhou 215009China School of Mathematical SciencesSoochow UniversitySuzhou 215006China 

出 版 物：《Acta Mathematicae Applicatae Sinica》 (应用数学学报（英文版）)

年 卷 期：2022年第38卷第2期

页      面：388-409页

核心收录：

学科分类：12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070105[理学-运筹学与控制论] 0701[理学-数学] 

基　　金：supported by the National Natural Science Foundation of China(Nos.11871362) 

主　　题：nonlinear semidefinite programming bi-object strategy global convergence rate of convergence 

摘      要：We propose a line search exact penalty method with bi-object strategy for nonlinear semidefinite *** each iteration,we solve a linear semidefinite programming to test whether the linearized constraints are consistent or *** search direction is generated by a piecewise quadratic-linear model of the exact penalty *** penalty parameter is only related to the information of the current iterate *** line search strategy is a penalty-free *** and local convergence are analyzed under suitable *** finally report some numerical experiments to illustrate the behavior of the algorithm on various degeneracy situations.