On parametric semidefinite programming

DOI10.1016/S0168-9274(98)00102-0MaRDI QIDQ1294552zbMATH OpenFDO

Authors Donald Goldfarb, Katya Scheinberg

Publication date 18 March 2001

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

zbMATH Keywords

sensitivity analysisoptimal partitionparametric semidefinite programming

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 125249 (Why is no real title available?)
• scientific article; zbMATH DE number 729680 (Why is no real title available?)
• scientific article; zbMATH DE number 3296906 (Why is no real title available?)
• A geometric view of parametric linear programming
• Complementarity and nondegeneracy in semidefinite programming
• Convergence behavior of interior-point algorithms
• First and second order analysis of nonlinear semidefinite programs
• Fixing Variables in Semidefinite Relaxations
• Interior Point Trajectories in Semidefinite Programming
• Optimization Problems with Perturbations: A Guided Tour
• Second Order Optimality Conditions Based on Parabolic Second Order Tangent Sets
• Semidefinite Programming

Cited in

(18)

• Unifying optimal partition approach to sensitivity analysis in conic optimization
• Parametric analysis of semidefinite optimization
• scientific article; zbMATH DE number 7306855 (Why is no real title available?)
• A sensitivity result for semidefinite programs.
• On Computing the Nonlinearity Interval in Parametric Semidefinite Optimization
• Portfolio selection under model uncertainty: a penalized moment-based optimization approach
• On the sensitivity of the optimal partition for parametric second-order conic optimization
• Multiobjective optimization via parametric optimization: models, algorithms, and applications
• A primal-dual interior point method for parametric semidefinite programming problems
• Some properties of multiple parameters linear programming
• On parametric semidefinite programming with unknown boundaries
• On the identification of the optimal partition for semidefinite optimization
• Statistical inference of semidefinite programming with multiple parameters
• Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization
• An \(\epsilon\)-sensitivity analysis for semidefinite programming
• Two optimal value functions in parametric conic linear programming
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• An algorithm for approximate multiparametric convex programming

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