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Superlinear convergence of a stabilized SQP-type method for nonlinear semidefinite programming

  • Dongdong Zhang,
  • Zhongwen Chen

摘要

The stabilized sequential quadratic programming (SQP) method can effectively deal with degenerate nonlinear optimization problems. In the case of nonunique Lagrange multipliers associated with a stationary point of an optimization problem, the stabilized SQP method still obtains superlinear and/or quadratic convergence to a primal-dual solution. In this paper, we propose a stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programming problems. Under the local error bound condition, the strict complementarity condition, and the second-order sufficient condition, we establish superlinear and/or quadratic convergence of the proposed method.