Indexed by:期刊论文

Date of Publication:2013-09-01

Journal:COMPUTATIONAL OPTIMIZATION AND APPLICATIONS

Included Journals:SCIE、EI、Scopus

Volume:56

Issue:1

Page Number:81-96

ISSN No.:0926-6003

Key Words:Nonlinear semidefinite programming; Homotopy method; Predictor-corrector algorithm; Global convergence

Abstract:In this paper, for solving the nonlinear semidefinite programming problem, a homotopy is constructed by using the parameterized matrix inequality constraint. Existence of a smooth path determined by the homotopy equation, which starts from almost everywhere and converges to a Karush-Kuhn-Tucker point, is proven under mild conditions. A predictor-corrector algorithm is given for numerically tracing the smooth path. Numerical tests with nonlinear semidefinite programming formulations of several control design problems with the data contained in COMPl (e) ib are done. Numerical results show that the proposed algorithm is feasible and applicable.