An augmented Lagrangian SQP method for solving some special class of nonlinear semi-definite programming problems

AUTOR(ES)

Mostafa, El-Sayed M.E.

FONTE

Computational & Applied Mathematics

DATA DE PUBLICAÇÃO

2005-12

RESUMO

In this paper, we consider a special class of nonlinear semi-definite programming problems that represents the fixed order H2/H¥ synthesis problem. An augmented Lagrangian sequential quadratic programming method combined with a trust region globalization strategy is described, taking advantage of the problem structure and using inexact computations. Some numerical examples that illustrate the performance of the method are given.

Documentos Relacionados

• A filter algorithm for nonlinear semidefinite programming
• LINEAR AND NONLINEAR SEMIDEFINITE PROGRAMMING
• A numerical implementation of an interior point method for semidefinite programming
• Metodo lagrangiano aumentado regularizado para problemas com voracidade
• An efficient Newton-type method with fifth-order convergence for solving nonlinear equations