一個新的全局收斂的非線性半定規(guī)劃算法.pdf

1、河北工業(yè)大學(xué)碩士學(xué)位論文一個新的全局收斂的非線性半定規(guī)劃算法姓名：劉元申請學(xué)位級別：碩士專業(yè)：應(yīng)用數(shù)學(xué)指導(dǎo)教師：劉新為20091201??#ÛÂñ??5?½5y?{A NEW GLOBALLY CONVERGENT ALGORITHMFOR NONLINEAR SEMIDEFINITE PROGRAMMINGABSTRACTBased on the idea of Liu and Yuan[

2、21] for solving nonlinear program-ming. we present a null-space primal-dual interior-point algorithm for non-linear semidefinite programming with equality constraints© The inner algo-rithm approximately solves an eq

3、uality constrained barrier subproblems bycomputing a range-space step and a null-space step in every iteration.Thel2?penalty function is taken as the merit function© Without assuming anyregularity§ it is proved

4、 that either every limit point of the iterate sequenceis a Karush-Kuhn-Tucker point of the barrier subproblem and the penaltyparameter remains bounded§or there exists a limit point with is eitheran infeasible statio

5、nary point or a singular stationary point of the origi-nal problem© At last, the global convergence result for overall algorithm isgiven©KEY WORDS: nonlinear semidefinite programming§ interior-pointmethod,