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