A SEQUENTIAL CONVEX SEMIDEFINITE PROGRAMMING ALGORITHM WITH AN APPLICATION TO MULTIPLE-LOAD FREE MATERIAL OPTIMIZATION

Beitrag in einer Fachzeitschrift


Details zur Publikation

Autorinnen und Autoren: Stingl M, Kocvara M, Leugering G
Zeitschrift: SIAM Journal on Optimization
Verlag: Society for Industrial and Applied Mathematics
Jahr der Veröffentlichung: 2009
Band: 20
Heftnummer: 1
Seitenbereich: 130-155
ISSN: 1052-6234


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.



FAU-Autorinnen und Autoren / FAU-Herausgeberinnen und Herausgeber

Leugering, Günter Prof. Dr.
Lehrstuhl für Angewandte Mathematik
Stingl, Michael Prof. Dr.
Professur für Angewandte Mathematik (Kontinuierliche Optimierung)


Zusätzliche Organisationseinheit(en)
Exzellenz-Cluster Engineering of Advanced Materials


Einrichtungen weiterer Autorinnen und Autoren

Academy of Sciences of the Czech Republic (ASCR) / Akademie věd České republiky (AVČR)


Forschungsbereiche

A3 Multiscale Modeling and Simulation
Exzellenz-Cluster Engineering of Advanced Materials


Zitierweisen

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.

BibTeX: 

Zuletzt aktualisiert 2018-09-08 um 14:53