A SEQUENTIAL CONVEX SEMIDEFINITE PROGRAMMING ALGORITHM WITH AN APPLICATION TO MULTIPLE-LOAD FREE MATERIAL OPTIMIZATION
Stingl M, Kocvara M, Leugering G (2009)
Publication Type: Journal article
Publication year: 2009
Journal
Publisher: Society for Industrial and Applied Mathematics
Book Volume: 20
Pages Range: 130-155
Journal Issue: 1
DOI: 10.1137/070711281
Abstract
A new method for the efficient solution of a class of convex semidefinite programming (SDP) problems is introduced. The method extends the sequential convex programming (SCP) concept to optimization problems with matrix variables. The basic idea of the new method is to approximate the original optimization problem by a sequence of subproblems, in which nonlinear functions (defined in matrix variables) are approximated by block separable convex functions. The subproblems are semidefinite programs with a favorable structure which can be efficiently solved by existing SDP software. The new method is shown to be globally convergent. The article is concluded by a series of numerical experiments with free material optimization problems demonstrating the effectiveness of the generalized SCP approach. © 2009 Society for Industrial and Applied Mathematics.
Authors with CRIS profile
Michael Stingl
Lehrstuhl für Angewandte Mathematik (Kontinuierliche Optimierung)
Günter Leugering
Lehrstuhl für Angewandte Mathematik
Additional Organisation(s)
Involved external institutions
Czech Republic (CZ)How to cite
APA:
Stingl, M., Kocvara, M., & Leugering, G. (2009). A SEQUENTIAL CONVEX SEMIDEFINITE PROGRAMMING ALGORITHM WITH AN APPLICATION TO MULTIPLE-LOAD FREE MATERIAL OPTIMIZATION. SIAM Journal on Optimization, 20(1), 130-155. https://dx.doi.org/10.1137/070711281
MLA:
Stingl, Michael, Michal Kocvara, and Günter Leugering. "A SEQUENTIAL CONVEX SEMIDEFINITE PROGRAMMING ALGORITHM WITH AN APPLICATION TO MULTIPLE-LOAD FREE MATERIAL OPTIMIZATION." SIAM Journal on Optimization 20.1 (2009): 130-155.
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