A feasible direction method for the semidefinite program with box constraints
نویسندگان
چکیده
In this paper, we try to solve the semidefinite program with box constraints. Since the traditional projection method for constrained optimization with box constraints is not suitable to the semidefinite constraints, we present a new algorithm based on the feasible directionmethod. In the paper, we discuss two cases: the objective function in semidefinite programming is linear and nonlinear, respectively. We establish the convergence of our algorithm, and report the numerical experiments which show the effectiveness of the algorithm. © 2011 Elsevier Ltd. All rights reserved.
منابع مشابه
A trust-region method for box-constrained nonlinear semidefinite programs
We propose a trust-region method for nonlinear semidefinite programs with box-constraints. The penalty barrier method can handle this problem, but the size of variable matrices available in practical time is restricted to be less than 500. We develop a trust-region method based on the approach of Coleman and Li (1996) that utilizes the distance to the boundary of the box-constraints into consid...
متن کاملFault-Tolerant Control of a Nonlinear Process with Input Constraints
A Fault-Tolerant Control (FTC) methodology has been presented for nonlinear processes being imposed by control input constraints. The proposed methodology uses a combination of Feedback Linearization and Model Predictive Control (FLMPC) schemes. The resulting constraints in the transformed process will be dependent on the actual evolving states, making their incorporation in the de...
متن کاملA feasible direction interior point algorithm for nonlinear semidefinite programming
We present a new algorithm for nonlinear semidefinite programming, based on the iterative solution in the primal and dual variables of Karush-KuhnTucker optimality conditions, which generates a feasible decreasing sequence. At each iteration, two linear systems with the same matrix are solved to compute a feasible descent direction and then an inexact line search is performed in order to determ...
متن کاملSimplified semidefinite and completely positive relaxations
This paper is concerned with completely positive and semidefinite relaxations of quadratic programs with linear constraints and binary variables as presented in Burer [2]. It observes that all constraints of the relaxation associated with linear constraints of the original problem can be accumulated in a single linear constraint without changing the feasible set of either the completely positiv...
متن کاملA Robust Adaptive Beamformer Based on Semidefinite Programming with Quadratic Constraints
A robust beamforming with quadratic constraints, formulated as a semidefinite programming (SDP) problem, is proposed in this paper. With this formulation, the constraints on magnitude response can be easily imposed on the adaptive beamformer. And the non-convex quadratic constraints can be transformed into linear constraints. Therefore, the proposed method can be robust against the steering dir...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Appl. Math. Lett.
دوره 24 شماره
صفحات -
تاریخ انتشار 2011