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Date of Publication:2022-10-09
Journal:运筹学学报
Affiliation of Author(s):数学科学学院
Volume:8
Issue:3
Page Number:66-70
ISSN No.:1007-6093
Abstract:So far there have been no published results on algorithms for solving nonconvex semidefinite programming (SDP) problems. Recently, we found that the differential theories developed by Chen, et.al(2000) and Sun & Sun(1999) are very useful in the study of the augmented Lagrange algorithm for solving the nonconvex semidefinite problems. In this note, we prove that the augmented Lagrangian is differentiable and give the formula of the differential of the augmented Lagrangian.
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