Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming (Q2429462)

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Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming
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    Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming (English)
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    27 April 2012
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    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.
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    semidefinite programming
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    nonconvex optimization
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    nonlinear programming
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    interior-point methods
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