An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:275

Article

Kato, Atsushi¹  Yabe, Hiroshi²  Yamashita, Hiroshi³ 

[1] Giga Hertz Technol Inc, Kouhoku Ku, Yokohama, Kanagawa 2220033, Japan

[2] Tokyo Univ Sci, Fac Sci, Dept Math Informat Sci, Shinjuku Ku, Tokyo 1628601, Japan

[3] NTT DATA Math Syst Inc, Shinjuku Ku, Tokyo 1600016, Japan

关键词: Nonlinear semidefinite programming;    Primal-dual interior point method;    Primal-dual quadratic barrier penalty function;    Global convergence;   

DOI  :  10.1016/j.cam.2014.07.024

来源: Elsevier

【 摘 要 】

In this paper, we consider an interior point method for nonlinear semidefinite programming. Yamashita, Yabe and Harada presented a primal-dual interior point method in which a nondifferentiable merit function was used. By using shifted barrier KKT conditions, we propose a differentiable primal-dual merit function within the framework of the line search strategy, and prove its global convergence property under weaker assumptions than the method of Yamashita, Yabe and Harada. (C) 2014 Elsevier B.V. All rights reserved.

【 授权许可】

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