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Nonlinear semidefinite programming 1 global convergence 1 measure of constraint violation 1 penalty-free method 1
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Chen, Zhongwen 1 Miao, Shicai 1
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Asia-Pacific Journal of Operational Research (APJOR) 1
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A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming
Chen, Zhongwen; Miao, Shicai - In: Asia-Pacific Journal of Operational Research (APJOR) 32 (2015) 01, pp. 1540006-1
In this paper, we propose a class of new penalty-free method, which does not use any penalty function or a filter, to solve nonlinear semidefinite programming (NSDP). So the choice of the penalty parameter and the storage of filter set are avoided. The new method adopts trust region framework to...
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