Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programmingwith subproblem inexactly solved
2014
In this paper, we analyze the convergence properties of a
nonlinear Lagrangian method based on Log-Sigmoid function for
nonconvex semidefinite programming (NCSDP) problems. It is
different from other convergence analysis, because the subproblem
in our algorithm is inexactly solved. Under the constraint
nondegeneracy condition, the strict complementarity condition and
the second order sufficient conditions, it is obtained that the
nonlinear Lagrangian algorithm proposed is locally convergent by
choosing a proper stopping criterion and the error bound of
solution is proportional to the penalty parameter when the penalty
parameter is less than a threshold.
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