A Note on Convergence Analysis of an SQP-Type Method for Nonlinear Semidefinite Programming

We reinvestigate the convergence properties of the SQP-type method for solving nonlinear semidefinite programming problems studied by Correa and Ramirez (2004). We prove, under the strong second-order sufficient condition with the sigma term, that the local SQP-type method is quadratically convergen...

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Bibliographic Details
Published in:	Journal of inequalities and applications 2008, Vol.2008, p.1-10
Main Authors:	Wang, Yun, Zhang, Shaowu, Zhang, Liwei
Format:	Article
Language:	eng
Subjects:	Algorithms Computer science Nonlinear programming Projectors Semidefinite programming Studies
Online Access:	Get full text
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Summary:	We reinvestigate the convergence properties of the SQP-type method for solving nonlinear semidefinite programming problems studied by Correa and Ramirez (2004). We prove, under the strong second-order sufficient condition with the sigma term, that the local SQP-type method is quadratically convergent and the line search SQP-type method is globally convergent.
ISSN:	1025-5834 1029-242X