Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming (Q2429462)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming |
scientific article |
Statements
Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming (English)
0 references
27 April 2012
0 references
Since the mid 1990s, primal-dual interior-point methods are at the heart of accurate numerical algorithms for solving convex linear semidefinite programming (SDP) problems, with many applications in systems control, signal processing, structural mechanics etc. In this paper, the authors study the local behavior of these algorithms when applied on nonconvex nonlinear SDP problems. Unfortunately, the study is mostly theoretical, and it is not backed up by numerical experiments.
0 references
semidefinite programming
0 references
nonconvex optimization
0 references
nonlinear programming
0 references
interior-point methods
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references