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)

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)

• Cutting plane algorithms and approximate lower subdifferentiability
• A unifying framework for several cutting plane methods for semidefinite programming
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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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