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
Autores: 1
Instituciones: 1Alexandria University, Faculty of Science, Alejandría. Egipto
Año:
Periodo: Sep-Dic
Volumen: 24
Número: 3
Paginación: 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
Disciplinas: Matemáticas,
Ciencias de la computación
Palabras clave: 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
Texto completo: Texto completo (Ver HTML)