%0 Journal Article
%A Wen-hao FU
%A Zhong-wen CHEN
%T A Line Search SQP-type Method with Bi-object Strategy for Nonlinear Semidefinite Programming
%D 2022
%R 10.1007/s10255-022-1081-9
%J 应用数学学报(英文版)
%P 388-409
%V 38
%N 2
%X We propose a line search exact penalty method with bi-object strategy for nonlinear semidefinite programming. At each iteration, we solve a linear semidefinite programming to test whether the linearized constraints are consistent or not. The search direction is generated by a piecewise quadratic-linear model of the exact penalty function. The penalty parameter is only related to the information of the current iterate point. The line search strategy is a penalty-free one. Global and local convergence are analyzed under suitable conditions. We finally report some numerical experiments to illustrate the behavior of the algorithm on various degeneracy situations.
%U https://www.applmath.com.cn/jweb_yysxxb_en/CN/10.1007/s10255-022-1081-9