Penalty/Barrier multiplier algorthm for semidefinit programming∗

DOI10.1080/10556780008805787zbMath0980.90061OpenAlexW2090839010MaRDI QIDQ4514285

L. I. Mosheev, Michael Zibulevsky

Publication date: 12 March 2002

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780008805787

zbMATH Keywords

Lagrange multiplierssemidefinite programmingPenalty/Barrier multiplier algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Nonlinear programming (90C30)

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Uses Software

• LMI toolbox

Cites Work

• Unnamed Item
• On the convergence of the exponential multiplier method for convex programming
• Modified barrier functions (theory and methods)
• Method of centers for minimizing generalized eigenvalues
• Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
• An Interior-Point Method for Minimizing the Maximum Eigenvalue of a Linear Combination of Matrices
• Entropic Proximal Mappings with Applications to Nonlinear Programming
• An Interior Proximal Algorithm and the Exponential Multiplier Method for Semidefinite Programming
• Penalty/Barrier Multiplier Methods for Convex Programming Problems
• Robust Truss Topology Design via Semidefinite Programming
• Entropy-Like Proximal Methods in Convex Programming
• Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
• Convex Analysis on the Hermitian Matrices
• Semidefinite Programming
• A New Method for Optimal Truss Topology Design
• Convex Analysis

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