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论文类型：期刊论文
发表时间：2009-08-01
发表刊物：JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
收录刊物：SCIE、Scopus
卷号：5
期号：3
页面范围：651-669
ISSN号：1547-5816
关键字：nonconvex semidefinite programming; nonlinear Lagrangian; Lowner operator
摘要：We present a nonlinear Lagrangian method for nonconvex semi-definite programming. This nonlinear Lagrangian is generated by a Lowner operator associated with Log-Sigmoid function. Under a set of assumptions, we prove a convergence theorem, which shows that the nonlinear Lagrangian algorithm is locally convergent when the penalty parameter is less than a threshold and the error bound of the solution is proportional to the penalty parameter.