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

From MaRDI portal
Revision as of 17:37, 30 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:927160

DOI10.1007/s10107-007-0105-9zbMath1190.90117OpenAlexW2004209776MaRDI QIDQ927160

Defeng Sun, Jie Sun, Li-wei Zhang

Publication date: 4 June 2008

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-007-0105-9




Related Items (79)

A stochastic approximation method for convex programming with many semidefinite constraintsA globally convergent QP-free algorithm for nonlinear semidefinite programmingOn the convergence properties of a second-order augmented Lagrangian method for nonlinear programming problems with inequality constraintsSafeguarded Augmented Lagrangian Methods in Banach SpacesCorrelation stress testing for value-at-risk: an unconstrained convex optimization approachConvergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programmingGlobal convergence of modified augmented Lagrangian methods for nonlinear semidefinite programmingCertifying the global optimality of quartic minimization over the sphereAugmented Lagrangian methods for convex matrix optimization problemsA homotopy method for nonlinear semidefinite programmingA perturbation approach for an inverse quadratic programming problemAn augmented Lagrangian based semismooth Newton method for a class of bilinear programming problemsOn the convergence of augmented Lagrangian methods for nonlinear semidefinite programmingPolynomial time solvability of non-symmetric semidefinite programmingA modified alternating direction method for convex quadratically constrained quadratic semidefinite programsConvergence of augmented Lagrangian methods in extensions beyond nonlinear programmingA stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programsAn Implementable Augmented Lagrangian Method for Solving Second-Order Cone Constrained Variational InequalitiesA nonconvex model with minimax concave penalty for image restorationStrong Variational Sufficiency for Nonlinear Semidefinite Programming and Its ImplicationsStudy on convex optimization with least constraint violation under a general measureThe augmented Lagrangian method can approximately solve convex optimization with least constraint violationNonsingularity of FB system and constraint nondegeneracy in semidefinite programmingA semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifoldsThe rate of convergence of proximal method of multipliers for equality constrained optimization problemsA primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programmingAn implementable augmented Lagrange method for solving fixed point problems with coupled constraintsA revised sequential quadratic semidefinite programming method for nonlinear semidefinite optimizationLocal convergence analysis of augmented Lagrangian method for nonlinear semidefinite programmingLocal and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programmingA filter-type method for solving nonlinear semidefinite programmingOn duality theory for non-convex semidefinite programmingOn the convergence properties of a smoothing approach for mathematical programs with symmetric cone complementarity constraintsThe augmented Lagrangian method for a type of inverse quadratic programming problems over second-order conesOn the characterizations of solutions to perturbed l1 conic optimization problemA filter method for nonlinear semidefinite programming with global convergenceA note on convergence analysis of an SQP-type method for nonlinear semidefinite programmingThe Linear and Asymptotically Superlinear Convergence Rates of the Augmented Lagrangian Method with a Practical Relative Error CriterionA homotopy method based on penalty function for nonlinear semidefinite programmingInverse semidefinite quadratic programming problem with \(l_1\) norm measureInverse quadratic programming problem with \(l_1\) norm measureA smoothing Newton method for a type of inverse semi-definite quadratic programming problemOn the approximate augmented Lagrangian for nonlinear symmetric cone programmingA unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactnessA unified approach to the global exactness of penalty and augmented Lagrangian functions. II: Extended exactnessLocal Convergence Analysis of Augmented Lagrangian Methods for Piecewise Linear-Quadratic Composite Optimization ProblemsInexact non-interior continuation method for monotone semidefinite complementarity problemsNonlinear rescaling Lagrangians for nonconvex semidefinite programmingA class of nonlinear Lagrangians for nonconvex second order cone programmingA new QP-free algorithm without a penalty function or a filter for nonlinear semidefinite programmingAn augmented Lagrangian method for a class of Inverse quadratic programming problemsAugmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty propertyConvergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solvedAn alternating direction method for solving a class of inverse semi-definite quadratic programming problemsNo Gap Second-order Optimality Conditions for a Matrix Cone Programming Induced by the Nuclear NormParabolic regularity in geometric variational analysisOptimality conditions and global convergence for nonlinear semidefinite programmingNonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programmingConvergence of the augmented Lagrangian method for nonlinear optimization problems over second-order conesAn augmented Lagrangian algorithm for nonlinear semidefinite programming applied to the covering problemThe decompositions with respect to two core non-symmetric conesOptimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian MethodThe rate of convergence of proximal method of multipliers for nonlinear semidefinite programmingA superlinearly convergent SSDP algorithm for nonlinear semidefinite programmingImproved local convergence results for augmented Lagrangian methods in \(C^2\)-cone reducible constrained optimizationAugmented Lagrangian method for second-order cone programs under second-order sufficiencyA New Nonlinear Lagrangian Method for Nonconvex Semidefinite ProgrammingAn alternating direction method for solving convex nonlinear semidefinite programming problemsA perturbation approach for an inverse quadratic programming problem over second-order conesA Penalty-Free Method with Trust Region for Nonlinear Semidefinite ProgrammingA primal-dual interior point trust-region method for nonlinear semidefinite programmingOn the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programmingOn filter-successive linearization methods for nonlinear semidefinite programmingUnified convergence analysis of a second-order method of multipliers for nonlinear conic programmingUnnamed ItemThe rate of convergence of proximal method of multipliers for nonlinear programmingOn saddle points in semidefinite optimization via separation schemeThe Rate of Convergence of a NLM Based on F–B NCP for Constrained Optimization Problems Without Strict ComplementarityConfidence structural robust optimization by non-linear semidefinite programming-based single-level formulation


Uses Software


Cites Work


This page was built for publication: The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming