Smoothing Methods for Semidefinite Programs
Using a suitable reformulation of the optimality conditions, we present
a smoothing-type method for the solution of semidefinite programs. The
method is globally and locally quadratically convergent under suitable
assumptions. In particular, the local quadratic rate of convergence can
be shown without assuming strict complementarity of the solution. To this
end, we need a new nondegeneracy condition which will also be discussed.
It turns out that this nondegeneracy condition is weaker than some related
assumptions taken from the literature. Some numerical results will also be
reported in order to illustrate the numerical behaviour of the method.
Chemnitz Workshop
Last modified: Mon Sep 20 16:31:51 CEST 2004