一個全局收斂的求解不等式約束非線性半定規(guī)劃的內(nèi)點算法.pdf

1、河北工業(yè)大學(xué)碩士學(xué)位論文一個全局收斂的求解不等式約束非線性半定規(guī)劃的內(nèi)點算法姓名：張?zhí)m云申請學(xué)位級別：碩士專業(yè)：應(yīng)用數(shù)學(xué)指導(dǎo)教師：劉新為2010-12???ÛÂñ?¦)Ø?ª?å??5?½5y?S:?{A GLOBALLY CONVERGENT INTERIOR-POINT ALGORITHMFOR INEQUALITY-CONSTRAINTED NONLI

2、NEARSEMIDEFINITE PROGRAMMINGABSTRACTWe present a globally convergent interior point algorithm for solving nonlinearsemidefi nite programming with inequality constraint. The method uses an exactpenalty function as the mer

3、it function. In order to determine the search directions,the algorithm uses the Newton method to solve the KKT system when solvingthe barrier problems. After linearizating and symmetrizing, the search directionsare deriv

4、ed. Under the suitable conditions, it is shown that every limit point ofthe sequence generated by the algorithm is a Karush-Kuhn-Tucker point of theoriginal problem.KEY WORDS: nonlinear semidefi nite programming, interio