Title
A feasible direction interior point algorithm for nonlinear semidefinite programming
Date Issued
01 December 2014
Access level
open access
Resource Type
journal article
Author(s)
Aroztegui M.
Herskovits J.
Roche J.R.
Federal University of Rio de Janeiro,
Publisher(s)
Springer Verlag
Abstract
We present a new algorithm for nonlinear semidefinite programming, based on the iterative solution in the primal and dual variables of Karush-Kuhn-Tucker optimality conditions, which generates a feasible decreasing sequence. At each iteration, two linear systems with the same matrix are solved to compute a feasible descent direction and then an inexact line search is performed in order to determinate the new iterate. Feasible iterates are essential in applications where feasibility is required to compute some of the involved functions. A proof of global convergence to a stationary point is given. Several numerical tests involving nonlinear programming problems with linear or nonlinear matrix inequality constraints are described. We also solve structural topology optimization problems employing a mathematical model based on semidefinite programming. The results suggest efficiency and high robustness of the proposed method.
Start page
1019
End page
1035
Volume
50
Issue
6
Language
English
OCDE Knowledge area
Matemáticas aplicadas Otras ingenierías y tecnologías
Scopus EID
2-s2.0-84922835652
Source
Structural and Multidisciplinary Optimization
ISSN of the container
1615147X
Sponsor(s)
The authors thank the Brazilian Research Councils CAPES, CNPq and FAPERJ, the Brazilian program “Ciência Sem Fronteiras”, the French Research Councils CNRS and INRIA and the Brazilian-French Network in Mathematics, for the financial support.
Sources of information: Directorio de Producción Científica Scopus