A SURVEY OF NUMERICAL METHODS FOR NONLINEAR SEMIDEFINITE PROGRAMMING
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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 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