3 research outputs found
Global convergence of a stabilized sequential quadratic semidefinite programming method for nonlinear semidefinite programs without constraint qualifications
In this paper, we propose a new sequential quadratic semidefinite programming
(SQSDP) method for solving nonlinear semidefinite programs (NSDPs), in which we
produce iteration points by solving a sequence of stabilized quadratic
semidefinite programming (QSDP) subproblems, which we derive from the minimax
problem associated with the NSDP. Differently from the existing SQSDP methods,
the proposed one allows us to solve those QSDP subproblems just approximately
so as to ensure global convergence. One more remarkable point of the proposed
method is that any constraint qualifications (CQs) are not required in the
global convergence analysis. Specifically, under some assumptions without CQs,
we prove the global convergence to a point satisfying any of the following: the
stationary conditions for the feasibility problem; the
approximate-Karush-Kuhn-Tucker (AKKT) conditions; the trace-AKKT conditions.
The latter two conditions are the new optimality conditions for the NSDP
presented by Andreani et al. (2018) in place of the Karush-Kuhn-Tucker
conditions. Finally, we conduct some numerical experiments to examine the
efficiency of the proposed method