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

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作者
Yun Wang
Shaowu Zhang
Liwei Zhang
机构
[1] Dalian University of Technology,Department of Applied Mathematics
[2] Dalian University of Technology,Department of Computer Science
关键词
Line Search; Merit Function; Constraint Qualification; Augmented Lagrangian Method; Nondegeneracy Condition;
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学科分类号
摘要
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.
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