A SURVEY OF NUMERICAL METHODS FOR NONLINEAR SEMIDEFINITE PROGRAMMING

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Author(s)

Abstract

Nonlinear semidefinite programming (SDP) problems have received a lot of attentions because of large variety of applications. In this paper, we survey numerical methods for solving nonlinear SDP problems. Three kinds of typical numerical methods are described; augmented Lagrangian methods, sequential SDP methods and primal-dual interior point methods. We describe their typical algorithmic forms and discuss their global and local convergence properties which include rate of convergence.

Journal

  • Journal of the Operations Research Society of Japan

    Journal of the Operations Research Society of Japan 58(1), 24-60, 2015

    The Operations Research Society of Japan

Codes

  • NII Article ID (NAID)
    130005067216
  • NII NACSIS-CAT ID (NCID)
    AA00703935
  • Text Lang
    ENG
  • ISSN
    0453-4514
  • NDL Article ID
    026225850
  • NDL Call No.
    Z53-M226
  • Data Source
    NDL  J-STAGE 
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