A revised sequential quadratic semidefinite programming method for nonlinear semidefinite optimization.

Autor: Okabe, Kosuke, Yamakawa, Yuya, Fukuda, Ellen Hidemi
Předmět:
Zdroj: Journal of Industrial & Management Optimization; Oct2023, Vol. 19 Issue 10, p1-18, 18p
Abstrakt: In 2020, Yamakawa and Okuno proposed a stabilized sequential quadratic semidefinite programming (SQSDP) method for solving, in particular, degenerate nonlinear semidefinite optimization problems. The algorithm is shown to converge globally without a constraint qualification, and it has some nice properties, including the feasible subproblems, and their possible inexact computations. In particular, the convergence was established for approximate-Karush-Kuhn-Tucker (AKKT) and trace-AKKT conditions, which are two sequential optimality conditions for the nonlinear conic contexts. However, recently, complementarity-AKKT (CAKKT) conditions were also considered, as an alternative to the previous mentioned ones, that is more practical. Since few methods are shown to converge to CAKKT points, at least in conic optimization, and to complete the study associated to the SQSDP, here we propose a revised version of the method, maintaining the good properties. We modify the previous algorithm, prove the global convergence in the sense of CAKKT, and show some preliminary numerical experiments. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index