半定规划的非单调信赖域算法研究

Abstract

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

CLC Number:

O221

QIAN Hui-Min, ZHOU Xin-Hui. Nonmonotone Trust-region Method for Solving Semidefinite Programs[J]., 2014, 27(2): 21-.

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[2]	ZHOU Xinhui,LI Xiaowei. Nonmonotone Multidimensional Filter Trust Region of a New Conic Model [J]. , 2014, 27(3): 1-.
[3]	MENG Min, JIA Fei. EDA Algorithm for Solving a Class of Special Nonlinear Bi-level Programming Problems [J]. , 2014, 27(2): 10-.
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[6]	ZHOU Xin-Hui, LI Xiao-Wei. A New Nonmonotone Multidimensional Filter Trust Region of a New Conic Model [J]. , 2013, 26(12): 17-.
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Nonmonotone Trust-region Method for Solving Semidefinite Programs

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