A Primal-Dual Interior-Point Filter Method for Nonlinear Semidefinite Programming

摘要

This paper proposes a primal-dual interior-point filter method for nonlinear semidefinite programming, which is an extension of the work of Ulbrich et al. (Math. Prog., 100(2):379-410,2004). We use a mixed norm to tackle with trust region constraints and global convergence to first-order critical points can be proved.