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...