A filter algorithm for nonlinear semidefinite programming

AUTOR(ES)

Gómez, Waler, Remírez, Héctor

FONTE

Computational & Applied Mathematics

DATA DE PUBLICAÇÃO

2010-06

RESUMO

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 the respective global convergence results. Mathematical subject classification: 90C30, 90C55.

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