关键词: 半定规划, 信赖域算法, 非单调, 收敛性

Abstract:

As an extension of linear programming,semidefiniting programming is a nonlinear and nonsmooth programming.In this paper semidefiniting programming is transformed into nonlinear differentiable equations,and then into an unconstrained optimization,thus changing the solution of the semidefiniting programming into the solution of the unconstrained optimization,which can be done by nonmonotone trust-region method to avoid repeated sub-problems solving and reduce the number of calculations.Convergence of the algorithm is proved.

Key words: semidefinite programming;trust-region method;nonmonotone;convergence