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Journal Article

PENNON: A code for convex nonlinear and semidefinite programming

Kočvara Michal, Stingl M.

: Optimization Methods & Software vol.18, 3 (2003), p. 317-333

: CEZ:AV0Z1075907

: GA201/00/0080, GA ČR, 03ZOM3ER, BMBF

: convex programming, semidefinite programming, large-scale problems

(eng): We introduce a computer program PENNON for the solution of problems of convex Nonlinear and Semidefinite Programming (NLP-SDP). The algorithm used in PENNON is a generalized version of the Augmented Lagrangian method, originally introduced by Ben-Tal and Zibulevsky for convex NLP problems. We present generalization of this algorithm to convex NLP-SDP problems, as implemented in PENNON and details of its implementation. Results of numerical tests and comparison with other optimization codes are presented.

: 12A

: BB