In this paper, we consider a primal-dual interior point method for solving nonlinear semidefinite programming problems. By combining the primal barrier penalty function and the primal-dual barrier function, a new primal-dual merit function is proposed within the framework of the line search strategy. We show the global convergence property of our method. Finally some numerical experiments are given.
Citation
Technical Report of Department of Mathematical Information Science, Tokyo University of Science, Tokyo, Japan, September 3, 2006 (revised May 23, 2007). Technical Report of Mathematical Systems Inc., Tokyo, Japan, September 3, 2006 (revised May 23, 2007).
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