Abstract
A new method and algorithm for the efficient solution of a class of nonlinear semidefinite programming problems is introduced. The new method extends a concept proposed recently for the solution of convex semidefinite programs based on the sequential convex programming (SCP) idea. In the core of the method, a generally non-convex semidefinite program is replaced by a sequence of subproblems, in which nonlinear constraint and objective functions defined in matrix variables are approximated by block separable convex models. Global convergence is proved under reasonable assumptions. The article is concluded by numerical experiments with challenging Free Material Optimization problems subject to displacement constraints.
This work has been partially supported by the EU Commission in the Sixth Framework Program, Project No. 30717 PLATO-N.
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Stingl, M., Kočvara, M., Leugering, G. (2009). A New Non-linear Semidefinite Programming Algorithm with an Application to Multidisciplinary Free Material Optimization. In: Kunisch, K., Sprekels, J., Leugering, G., Tröltzsch, F. (eds) Optimal Control of Coupled Systems of Partial Differential Equations. International Series of Numerical Mathematics, vol 158. Birkhäuser, Basel. https://doi.org/10.1007/978-3-7643-8923-9_16
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