On methods for solving nonlinear semidefinite optimization problems

The nonlinear semidefinite optimization problem arises from applications in system control, structural design, financial management, and other fields. However, much work is yet to be done to effectively solve this problem. We introduce some new theoretical and algorithmic development in this field....

Full description

Bibliographic Details
Main Author: Sun, Jie
Format: Journal Article
Published: American Institute of Mathematical Sciences 2011
Online Access:http://hdl.handle.net/20.500.11937/24766
Description
Summary:The nonlinear semidefinite optimization problem arises from applications in system control, structural design, financial management, and other fields. However, much work is yet to be done to effectively solve this problem. We introduce some new theoretical and algorithmic development in this field. In particular, we discuss first and second-order algorithms that appear to be promising, which include the alternating direction method, the augmented Lagrangian method, and the smoothing Newton method. Convergence theorems are presented and preliminary numerical results are reported.