An interior point method with a primal–dual quadratic barrier penalty function for nonlinear semidefinite programming
نویسندگان
چکیده
منابع مشابه
An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming
In this paper, we consider an interior point method for nonlinear semidefinite programming. Yamashita, Yabe and Harada presented a primal-dual interior point method in which a nondifferentiable merit function was used. By using shifted barrier KKT conditions, we propose a differentiable primal-dual merit function within the framework of the line search strategy, and prove the global convergence...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2015
ISSN: 0377-0427
DOI: 10.1016/j.cam.2014.07.024