A Filter Algorithm for Nonlinear Semidefinite Programming

  • Walter Gómez
  • Héctor Ramírez
    • Categories Nonlinear Optimization, Semi-definite Programming Short URL: https://optimization-online.org/?p=10022

    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 their respective global convergence results.

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    CMM-B-06/10 - 171 Centre for Mathematical Modelling, UMR 2071, Universidad de Chile-CNRS. Casilla 170-3 Santiago 3, Chile October 2006

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