A globally convergent QP-free algorithm for nonlinear semidefinite programming

摘要

In this paper, we present a QP-free algorithm for nonlinear semidefinite programming. At each iteration, the search direction is yielded by solving two systems of linear equations with the same coefficient matrix; l1 penalty function is used as merit function for line search, the step size is determined by Armijo type inexact line search. The global convergence of the proposed algorithm is shown under suitable conditions. Preliminary numerical results are reported.