Cutting plane algorithms for nonlinear semi-definite programming problems with applications

DOI10.1023/A:1021985014197MaRDI QIDQ1411319zbMATH OpenFDO

Authors Hiroshi Konno, Naoya Kawadai, Hoang Tuy

Publication date 27 October 2003

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1021985014197

zbMATH Keywords

Semi-infinite programmingSemi-definite programmingOuter-approximationCutting plane algorithmEllipsoidal separationLow rank nonconvex problemQuadratic regressionSemi-definite logit model

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Semidefinite programming (90C22) Semi-infinite programming (90C34)

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Cited in

(22)

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• A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization
• A branch-and-cut algorithm for solving mixed-integer semidefinite optimization problems
• Complexity analysis of interior-point methods for second-order stationary points of nonlinear semidefinite optimization problems
• Primal-dual path following method for nonlinear semi-infinite programs with semi-definite constraints
• Lifting inequalities: a framework for generating strong cuts for nonlinear programs
• Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation
• On global optimality conditions and cutting plane algorithms
• scientific article; zbMATH DE number 1182577 (Why is no real title available?)
• Enhancing RLT-based relaxations for polynomial programming problems via a new class of \(v\)-semidefinite cuts
• A two step algorithm for solving a large scale semi-definite logit model
• On the convergence of cutting plane algorithms for a class of nonconvex mathematical programs
• A sixth bibliography of fractional programming
• Local convergence of primal-dual interior point methods for nonlinear semidefinite optimization using the Monteiro-Tsuchiya family of search directions
• Cutting plane algorithms for robust conic convex optimization problems
• scientific article; zbMATH DE number 3984967 (Why is no real title available?)
• scientific article; zbMATH DE number 6135091 (Why is no real title available?)

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