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



Document title: An augmented Lagrangian SQP method for solving some special class of nonlinear semi-definite programming problems
Journal: Computational & applied mathematics
Database: PERIÓDICA
System number: 000269395
ISSN: 1807-0302
Authors: 1
Institutions: 1Alexandria University, Faculty of Science, Alejandría. Egipto
Year:
Season: Sep-Dic
Volumen: 24
Number: 3
Pages: 461-486
Country: Brasil
Language: Inglés
Document type: Artículo
Approach: Analítico, descriptivo
English abstract 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
Keyword: 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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