A Global Algorithm for Nonlinear Semidefinite Programming
Abstract
In this paper we propose a global algorithm for solving nonlinear semidefinit- e programming problems. This algorithm, inspired in the classic SQP (Sequentia- lly Quadratic Programming) method, modifies the S-SDP (Sequentially Semidefini- te Programming) local method by using a nondifferentiable merit function combined with a linear search strategy.