A primal-dual interior point method for nonlinear semidefinite programming
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Cited in
(55)- Local convergence of primal-dual interior point methods for nonlinear semidefinite optimization using the Monteiro-Tsuchiya family of search directions
- Complexity analysis of interior-point methods for second-order stationary points of nonlinear semidefinite optimization problems
- A line search exact penalty method for nonlinear semidefinite programming
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- Differentiable merit function for shifted perturbed Karush-Kuhn-Tucker conditions of nonlinear semidefinite programming
- A superlinearly convergent SSDP algorithm for nonlinear semidefinite programming
- Superlinear convergence of an SQP-type method for nonlinear semidefinite programming
- A novel approach for solving semidefinite programs
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- A primal-dual interior point method for large-scale free material optimization
- A primal-dual interior point trust-region method for nonlinear semidefinite programming
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- A Primal-Dual Exterior Point Method for Nonlinear Optimization
- A two-step primal-dual interior point method for nonlinear semidefinite programming problems and its superlinear convergence
- Exact augmented Lagrangian functions for nonlinear semidefinite programming
- A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs
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- An interior method for nonconvex semidefinite programs
- On the superlinear local convergence of a penalty-free method for nonlinear semidefinite programming
- An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming
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