Mathematics – Optimization and Control
Scientific paper
2005-03-08
Mathematics
Optimization and Control
Scientific paper
We consider the solution of nonlinear programs with nonlinear semidefiniteness constraints. The need for an efficient exploitation of the cone of positive semidefinite matrices makes the solution of such nonlinear semidefinite programs more complicated than the solution of standard nonlinear programs. In particular, a suitable symmetrization procedure needs to be chosen for the linearization of the complementarity condition. The choice of the symmetrization procedure can be shifted in a very natural way to certain linear semidefinite subproblems, and can thus be reduced to a well-studied problem. The resulting sequential semidefinite programming (SSP) method is a generalization of the well-known SQP method for standard nonlinear programs. We present a sensitivity result for nonlinear semidefinite programs, and then based on this result, we give a self-contained proof of local quadratic convergence of the SSP method. We also describe a class of nonlinear semidefinite programs that arise in passive reduced-order modeling, and we report results of some numerical experiments with the SSP method applied to problems in that class.
Freund Roland W.
Jarre Florian
Vogelbusch Christoph
No associations
LandOfFree
A sequential semidefinite programming method and an application in passive reduced-order modeling does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with A sequential semidefinite programming method and an application in passive reduced-order modeling, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A sequential semidefinite programming method and an application in passive reduced-order modeling will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-403547