An augmented Lagrangian SQP method for solving some special class of nonlinear semi–definite programming problems
نویسنده
چکیده
In this paper, we consider a special class of nonlinear semi-definite programming problems that represents the fixed orderH 2/H∞ synthesis problem. An augmented Lagrangian sequential quadratic programming method combined with a trust region globalization strategy is described, taking advantage of the problem structure and using inexact computations. Some numerical examples that illustrate the performance of the method are given. Mathematical subject classification: 49N35, 49N10, 93D52, 93D22, 65K05.
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تاریخ انتشار 2006