An augmented Lagrangian SQP method for solving some special class of nonlinear semi-definite programming problems



Título del documento: An augmented Lagrangian SQP method for solving some special class of nonlinear semi-definite programming problems
Revista: Computational & applied mathematics
Base de datos: PERIÓDICA
Número de sistema: 000269395
ISSN: 1807-0302
Autors: 1
Institucions: 1Alexandria University, Faculty of Science, Alejandría. Egipto
Any:
Període: Sep-Dic
Volum: 24
Número: 3
Paginació: 461-486
País: Brasil
Idioma: Inglés
Tipo de documento: Artículo
Enfoque: Analítico, descriptivo
Resumen en inglés In this paper, we consider a special class of nonlinear semi-definite programming problems that represents the fixed order H2/H¥ synthesis problem. An augmented Lagrangian sequential quadratic programming method combined with a trust region globalization strategy is described, taking advantage of the problem structure and using inexact computations. Some numerical examples that illustrate the performance of the method are given
Disciplines Matemáticas,
Ciencias de la computación
Paraules clau: Matemáticas aplicadas,
Programación semidefinida,
Control cuadrático lineal,
Programación no lineal,
Métodos de región de confianza
Keyword: Mathematics,
Computer science,
Applied mathematics,
Semi-definite programming,
Linear quadratic control,
Nonlinear programming,
Trust region methods
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