A Global Algorithm for Nonlinear Semidefinite Programming

Authors:
Rafael Correa;Hector C. Ramirez
Affiliations:
-;-
Venue:
SIAM Journal on Optimization
Year:
2005

Citing 0
Cited 4

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Abstract

In this paper we propose a global algorithm for solving nonlinear semidefinite programming problems. This algorithm, inspired by the classic SQP (sequentially quadratic programming) method, modifies the S-SDP (sequentially semidefinite programming) local method by using a nondifferentiable merit function combined with a line search strategy.