On parametric semidefinite programming

DOI10.1016/S0168-9274(98)00102-0zbMATH Open0956.90028MaRDI QIDQ1294552FDOQ1294552

Katya Scheinberg, Donald Goldfarb

Publication date: 18 March 2001

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

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zbMATH Keywords

sensitivity analysisoptimal partitionparametric semidefinite programming

Mathematics Subject Classification ID

Semidefinite programming (90C22) Sensitivity, stability, parametric optimization (90C31)

Cites Work

• Title not available (Why is that?)
• Semidefinite Programming
• Second Order Optimality Conditions Based on Parabolic Second Order Tangent Sets
• Complementarity and nondegeneracy in semidefinite programming
• First and second order analysis of nonlinear semidefinite programs
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• Fixing Variables in Semidefinite Relaxations
• Convergence behavior of interior-point algorithms
• A geometric view of parametric linear programming
• Optimization Problems with Perturbations: A Guided Tour
• Interior Point Trajectories in Semidefinite Programming
• Title not available (Why is that?)

Cited In (17)

• Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization
• Parametric analysis of semidefinite optimization
• Unifying optimal partition approach to sensitivity analysis in conic optimization
• On the sensitivity of the optimal partition for parametric second-order conic optimization
• On Computing the Nonlinearity Interval in Parametric Semidefinite Optimization
• Two optimal value functions in parametric conic linear programming
• Portfolio selection under model uncertainty: a penalized moment-based optimization approach
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• Some properties of multiple parameters linear programming
• Title not available (Why is that?)
• A sensitivity result for semidefinite programs.
• An \(\epsilon\)-sensitivity analysis for semidefinite programming
• On the identification of the optimal partition for semidefinite optimization
• Multiobjective Optimization via Parametric Optimization: Models, Algorithms, and Applications
• A primal-dual interior point method for parametric semidefinite programming problems
• On parametric semidefinite programming with unknown boundaries
• An algorithm for approximate multiparametric convex programming

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