一个全局收敛的求解不等式约束非线性半定规划的内点算法.pdf

‡Ûíåa¨†ÿ© ò᤬Ҷ)ÿ™ÂöÇ5 å5yS:é{ £ á ©J—ò᤬Ҷ)ÿ™ÂöÇ5å5yS: é{Té{±(vºÍäèºÍ¶)ØKÊN ØKûß Ê^⁄Ó{)ŸKKTêßßøÇ5z!È°zßSìêï3 â^áeßyé{)S4Å:¥ØKKKT: Öc: öÇ5å5yß S:é{ß (vºÍß KKT: i ò᤬Ҷ)ÿ™ÂöÇ5å5yS:é{ A GLOBALLY CONVERGENT INTERIOR-POINT ALGORITHM FOR INEQUALITY-CONSTRAINTED NONLINEAR SEMIDEFINITE PROGRAMMING ABSTRACT We present a globally convergent interior point algorithm for solving nonlinear semidefinite programming with inequality constraint. The method uses an exact penalty function as the merit function. In order to determine the search directions, the algorithm uses the Newton method to solve the KKT system when solving the barrier problems. After linearizating and symmetrizing, the search directions are derived. Under the suitable conditions, it is shown that every limit point of the sequence generated by the algorithm is a Karush-Kuhn-Tucker point of the original problem. KEY WORDS: nonlinear semidefinite programming, interior point algorithm , exact penalty function, KKT point ii ò᤬Ҷ)ÿ™ÂöÇ5å5yS:é{ Œ“` L´F-âÍ. f (x) L´8IºÍF›. k x L´1k Sì ï˛x ßx L´ï˛x 1j ᩲ. j (A)L´±›A ‹AäßUlå^S|§ï˛. (A)L´›A 1iáAä. i o( ) L´lim 0. k k k k k iv ‡Ûíåa¨†ÿ© 1òŸ Xÿ 1.1 ØKJ —µ öÇ5å5yåwä¥öÇ55y⁄Ç5å5yÌ2,§ ±ŸnÿÜöÇ55y ⁄å5ynÿ;óÉ©z[1]•ÔƒöÇ5‡å5yÅ`5^á; ©z[2]•Ô ƒgå5yØK9Ÿ›K¬†é{)öÇ5å5yƒê{kS