A Filter Algorithm for Nonlinear Semidefinite Programming

Walter Gómez (wgomezufro.cl)
Héctor Ramírez (hramrezdim.uchile.cl)

Abstract: This paper proposes a filter method for solving nonlinear semidefinite programming problems. Our method extends to this setting the filter SQP (sequential quadratic programming) algorithm, recently introduced for solving nonlinear programming problems, obtaining their respective global convergence results.

Keywords: filter method; nonlinear semidefinite programming

Category 1: Nonlinear Optimization

Category 2: Linear, Cone and Semidefinite Programming (Semi-definite Programming )

Citation: CMM-B-06/10 - 171 Centre for Mathematical Modelling, UMR 2071, Universidad de Chile-CNRS. Casilla 170-3 Santiago 3, Chile October 2006

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Entry Submitted: 11/03/2006
Entry Accepted: 11/03/2006
Entry Last Modified: 11/03/2006

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