An Interior Proximal Algorithm and the Exponential Multiplier Method for Semidefinite Programming

DOI10.1137/S1052623496309405zbMath0960.90066MaRDI QIDQ4229469

Moshe Doljansky, Marc Teboulle

Publication date: 22 February 1999

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

semidefinite optimizationexponential penaltyproximal-like methodsaugmented Lagrangian/multiplier methods

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items (13)

Properties of the augmented Lagrangian in nonlinear semidefinite optimization ⋮ An entropy-like proximal algorithm and the exponential multiplier method for convex symmetric cone programming ⋮ Convergence of the exponentiated gradient method with Armijo line search ⋮ First-order methods for convex optimization ⋮ An extension of the proximal point algorithm with Bregman distances on Hadamard manifolds ⋮ Entropy-like proximal algorithms based on a second-order homogeneous distance function for quasi-convex programming ⋮ A proximal-point SQP trust region method for solving some special class of nonlinear semi-definite programming problems ⋮ Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved ⋮ Central paths in semidefinite programming, generalized proximal-point method and Cauchy trajectories in Riemannian manifolds ⋮ Mirror descent and nonlinear projected subgradient methods for convex optimization. ⋮ On the convergence of the entropy-exponential penalty trajectories and generalized proximal point methods in semidefinite optimization ⋮ Interior projection-like methods for monotone variational inequalities ⋮ Penalty/Barrier multiplier algorthm for semidefinit programming^∗

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