作者：Zhi; Bin; ZHU; Hua; Li; ZHU全局收敛性过滤方法半定规划非线性序列二次规划法过滤算法数值试验变步长
摘要：In this study, a new filter algorithm is presented for solving the nonlinear semidefinite programming. This algorithm is inspired by the classical sequential quadratic programming method.Unlike the traditional filter methods, the sufficient descent is ensured by changing the step size instead of the trust region radius. Under some suitable conditions, the global convergence is obtained. In the end, some numerical experiments are given to show that the algorithm is effective.
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