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论文类型：期刊论文

发表时间：2013-09-01

发表刊物：COMPUTATIONAL OPTIMIZATION AND APPLICATIONS

收录刊物：SCIE、EI、Scopus

卷号：56

期号：1

页面范围：81-96

ISSN号：0926-6003

关键字：Nonlinear semidefinite programming; Homotopy method; Predictor-corrector algorithm; Global convergence

摘要：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.