On saddle points in semidefinite optimization via separation scheme (Q2346391): Difference between revisions

The paper focuses on saddle point conditions for augmented Lagrangian functions for nonlinear nonconvex semidefinite optimization problems. It builds upon a previous geometrical analysis establishing the equivalence between a saddle point and a weak nonlinear separation between two sets related to the optimization problem.

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reviewed by

Didier Henrion

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zbMATH Keywords

semidefinite programming

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augmented Lagrangian technique

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10957-014-0634-3

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cites work

Constrained optimization and image space analysis. Vol. 1: Separation of sets and optimality conditions

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Theorems of the alternative and optimality conditions

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Regularity conditions for constrained extremum problems via image space

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Image space approach to penalty methods

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On global optimality conditions via separation functions

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Separation approach for augmented lagrangians in Constrained nonconvex optimization

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Some results on augmented Lagrangians in constrained global optimization via image space analysis

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Nonlinear separation approach to constrained extremum problems

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Unified duality theory for constrained extremum problems. I: Image space analysis

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Image space analysis and scalarization of multivalued optimization

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On maximum and variational principles via image space analysis

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Nonlinear separation in the image space with applications to penalty methods

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Some Properties of the Augmented Lagrangian in Cone Constrained Optimization

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Semidefinite optimization

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Semidefinite Programming

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Q4382667

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Optimal design of trusses under a nonconvex global buckling constraint

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An augmented Lagrangian method for a class of LMI-constrained problems in robust control theory

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Robust Control via Sequential Semidefinite Programming

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Q4503250

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Constraint Nondegeneracy, Strong Regularity, and Nonsingularity in Semidefinite Programming

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Optimality conditions for nonconvex semidefinite programming

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Local Duality of Nonlinear Semidefinite Programming

0 references

First and second order analysis of nonlinear semidefinite programs

0 references

The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications

0 references

A Global Algorithm for Nonlinear Semidefinite Programming

0 references

A primal-dual interior point method for nonlinear semidefinite programming

0 references

Properties of the augmented Lagrangian in nonlinear semidefinite optimization

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The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming

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On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming

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Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming

0 references

Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming

0 references

Local convergence of an augmented Lagrangian method for matrix inequality constrained programming

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Existence of a saddle point in nonconvex constrained optimization.

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On Saddle Points of Augmented Lagrangians for Constrained Nonconvex Optimization

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A note on the existence of saddle points of<i>p</i>-th power Lagrangian for constrained nonconvex optimization

0 references

Saddle points of general augmented Lagrangians for constrained nonconvex optimization

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Convex Analysis

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Numerical comparison of augmented Lagrangian algorithms for nonconvex problems

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Q4040931

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Q4767830

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An inequality for the trace of the product of two symmetric matrices

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Identifiers

zbMATH Open document ID

1330.90070

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DOI

10.1007/s10957-014-0634-3

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2346391

@@ Property / cites work @@
+Constrained optimization and image space analysis. Vol. 1: Separation of sets and optimality conditions
+Normal rank
@@ Property / cites work @@
+Theorems of the alternative and optimality conditions
+Normal rank
@@ Property / cites work @@
+Regularity conditions for constrained extremum problems via image space
+Normal rank
@@ Property / cites work @@
+Image space approach to penalty methods
@@ Property / cites work: Image space approach to penalty methods / rank @@
+Normal rank
@@ Property / cites work @@
+On global optimality conditions via separation functions
+Normal rank
@@ Property / cites work @@
+Separation approach for augmented lagrangians in Constrained nonconvex optimization
+Normal rank
@@ Property / cites work @@
+Some results on augmented Lagrangians in constrained global optimization via image space analysis
+Normal rank
@@ Property / cites work @@
+Nonlinear separation approach to constrained extremum problems
+Normal rank
@@ Property / cites work @@
+Unified duality theory for constrained extremum problems. I: Image space analysis
+Normal rank
@@ Property / cites work @@
+Image space analysis and scalarization of multivalued optimization
+Normal rank
@@ Property / cites work @@
+On maximum and variational principles via image space analysis
+Normal rank
@@ Property / cites work @@
+Nonlinear separation in the image space with applications to penalty methods
+Normal rank
@@ Property / cites work @@
+Some Properties of the Augmented Lagrangian in Cone Constrained Optimization
+Normal rank
@@ Property / cites work @@
+Semidefinite optimization
@@ Property / cites work: Semidefinite optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Semidefinite Programming
@@ Property / cites work: Semidefinite Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Q4382667
@@ Property / cites work: Q4382667 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal design of trusses under a nonconvex global buckling constraint
+Normal rank
@@ Property / cites work @@
+An augmented Lagrangian method for a class of LMI-constrained problems in robust control theory
+Normal rank
@@ Property / cites work @@
+Robust Control via Sequential Semidefinite Programming
+Normal rank
@@ Property / cites work @@
+Q4503250
@@ Property / cites work: Q4503250 / rank @@
+Normal rank
@@ Property / cites work @@
+Constraint Nondegeneracy, Strong Regularity, and Nonsingularity in Semidefinite Programming
+Normal rank
@@ Property / cites work @@
+Optimality conditions for nonconvex semidefinite programming
+Normal rank
@@ Property / cites work @@
+Local Duality of Nonlinear Semidefinite Programming
+Normal rank
@@ Property / cites work @@
+First and second order analysis of nonlinear semidefinite programs
+Normal rank
@@ Property / cites work @@
+The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications
+Normal rank
@@ Property / cites work @@
+A Global Algorithm for Nonlinear Semidefinite Programming
+Normal rank
@@ Property / cites work @@
+A primal-dual interior point method for nonlinear semidefinite programming
+Normal rank
@@ Property / cites work @@
+Properties of the augmented Lagrangian in nonlinear semidefinite optimization
+Normal rank
@@ Property / cites work @@
+The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
+Normal rank
@@ Property / cites work @@
+On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
+Normal rank
@@ Property / cites work @@
+Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
+Normal rank
@@ Property / cites work @@
+Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming
+Normal rank
@@ Property / cites work @@
+Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
+Normal rank
@@ Property / cites work @@
+Existence of a saddle point in nonconvex constrained optimization.
+Normal rank
@@ Property / cites work @@
+On Saddle Points of Augmented Lagrangians for Constrained Nonconvex Optimization
+Normal rank
@@ Property / cites work @@
+A note on the existence of saddle points of<i>p</i>-th power Lagrangian for constrained nonconvex optimization
+Normal rank
@@ Property / cites work @@
+Saddle points of general augmented Lagrangians for constrained nonconvex optimization
+Normal rank
@@ Property / cites work @@
+Convex Analysis
@@ Property / cites work: Convex Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical comparison of augmented Lagrangian algorithms for nonconvex problems
+Normal rank
@@ Property / cites work @@
+Q4040931
@@ Property / cites work: Q4040931 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4767830
@@ Property / cites work: Q4767830 / rank @@
+Normal rank
@@ Property / cites work @@
+An inequality for the trace of the product of two symmetric matrices
+Normal rank