First and second order analysis of nonlinear semidefinite programs
From MaRDI portal
Publication:1373739
zbMath0888.90127MaRDI QIDQ1373739
Publication date: 25 November 1997
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
sensitivity analysisoptimal value functionsecond-order analysistangent conesnonlinear semidefinite programmingcone constraints
Related Items
A globally convergent QP-free algorithm for nonlinear semidefinite programming, Exact augmented Lagrangian functions for nonlinear semidefinite programming, A line search SQP-type method with bi-object strategy for nonlinear semidefinite programming, The bundle scheme for solving arbitrary eigenvalue optimizations, Characterizations of the set less order relation in nonconvex set optimization, Two optimal value functions in parametric conic linear programming, Sufficient optimality conditions hold for almost all nonlinear semidefinite programs, A note on computing the smallest conic singular value, Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming, Calmness and exact penalization in vector optimization with cone constraints, Nonlinear semidefinite programming: sensitivity, convergence, and an application in passive reduced-order modeling, Properties of the augmented Lagrangian in nonlinear semidefinite optimization, A Unified Study of Necessary and Sufficient Optimality Conditions for Minimax and Chebyshev Problems with Cone Constraints, A homotopy method for nonlinear semidefinite programming, Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization, Multi-scale robust design and optimization considering load uncertainties, On the second-order directional derivatives of singular values of matrices and symmetric matrix-valued functions, A space decomposition scheme for maximum eigenvalue functions and its applications, Optimality conditions for nonlinear semidefinite programming via squared slack variables, On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming, On some aspects of perturbation analysis for matrix cone optimization induced by spectral norm, Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle, First order solutions in conic programming, Primal-dual path following method for nonlinear semi-infinite programs with semi-definite constraints, Complexity analysis of interior-point methods for second-order stationary points of nonlinear semidefinite optimization problems, First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition, Variational analysis of norm cones in finite dimensional Euclidean spaces, The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications, A successive convex optimization method for bilinear matrix inequality problems and its application to static output‐feedback control, On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming, Resilient control co-design for cyber-physical systems with DoS attacks via a successive convex optimization approach, Distributionally robust expected residual minimization for stochastic variational inequality problems, Weak notions of nondegeneracy in nonlinear semidefinite programming, Perturbation analysis of the Euclidean distance matrix optimization problem and its numerical implications, Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming, Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty, On continuous selections of polynomial functions, Generic Properties for Semialgebraic Programs, A self-concordance property for nonconvex semidefinite programming, $LDL^T$ Direction Interior Point Method for Semidefinite Programming, Sequential constant rank constraint qualifications for nonlinear semidefinite programming with algorithmic applications, A sensitivity result for semidefinite programs., Genericity Results in Linear Conic Programming—A Tour d’Horizon, The space decomposition theory for a class of eigenvalue optimizations, No Gap Second-Order Optimality Conditions for Circular Conic Programs, Convergent conic linear programming relaxations for cone convex polynomial programs, Confidence structural robust design and optimization under stiffness and load uncertainties, Second-order nonsmooth optimization for \(H_{\infty}\) synthesis, On the sensitivity of the optimal partition for parametric second-order conic optimization, Statistical inference of semidefinite programming, A homotopy method based on penalty function for nonlinear semidefinite programming, \(\mathcal{UV}\)-theory of a class of semidefinite programming and its applications, Cone-LP's and semidefinite programs: Geometry and a simplex-type method, Exact conic programming relaxations for a class of convex polynomial cone programs, The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability, Strong stationarity for optimization problems with complementarity constraints in absence of polyhedricity. With applications to optimization with semidefinite and second-order-cone complementarity constraints, An improved semidefinite programming hierarchy for testing entanglement, Equivalent conditions for Jacobian nonsingularity in linear symmetric cone programming, Equivalence of two nondegeneracy conditions for semidefinite programs, A new bounded degree hierarchy with SOCP relaxations for global polynomial optimization and conic convex semi-algebraic programs, A new QP-free algorithm without a penalty function or a filter for nonlinear semidefinite programming, Generic Minimizing Behavior in Semialgebraic Optimization, Approximate augmented Lagrangian functions and nonlinear semidefinite programs, Lower-order penalization approach to nonlinear semidefinite programming, Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved, Elementary Optimality Conditions for Nonlinear SDPs, Parametric analysis of semidefinite optimization, A Matrix Positivstellensatz with Lifting Polynomials, Optimality conditions and global convergence for nonlinear semidefinite programming, Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming, The decompositions with respect to two core non-symmetric cones, Optimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian Method, Sequential parametric convex approximation algorithm for bilinear matrix inequality problem, Environmental game modeling with uncertainties, A quadratic matrix inequality based PID controller design for LPV systems, On parametric semidefinite programming, Asymptotic behaviors of semidefinite programming with a covariance perturbation, On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming, On filter-successive linearization methods for nonlinear semidefinite programming, Unnamed Item, Error bounds for eigenvalue and semidefinite matrix inequality systems, Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods, Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods, On saddle points in semidefinite optimization via separation scheme, Encoding inductive invariants as barrier certificates: synthesis via difference-of-convex programming, On Computing the Nonlinearity Interval in Parametric Semidefinite Optimization, Successive linearization methods for nonlinear semidefinite programs, Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming