First and second order analysis of nonlinear semidefinite programs

zbMATH Open0888.90127MaRDI QIDQ1373739FDOQ1373739

Authors: Alexander Shapiro Edit this on Wikidata

Publication date: 25 November 1997

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

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zbMATH Keywords

second-order analysissensitivity analysistangent conescone constraintsnonlinear semidefinite programmingoptimal value function

Mathematics Subject Classification ID

Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31)

Cited In (only showing first 100 items - show all)

• Sequential constant rank constraint qualifications for nonlinear semidefinite programming with algorithmic applications
• On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
• Parametric analysis of semidefinite optimization
• Exact augmented Lagrangian functions for nonlinear semidefinite programming
• Multi-scale robust design and optimization considering load uncertainties
• First- and Second-Order Epi-Differentiability in Nonlinear Programming
• Strong stationarity for optimization problems with complementarity constraints in absence of polyhedricity. With applications to optimization with semidefinite and second-order-cone complementarity constraints
• Properties of the augmented Lagrangian in nonlinear semidefinite optimization
• On the sensitivity of the optimal partition for parametric second-order conic optimization
• Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming
• Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
• Convergent conic linear programming relaxations for cone convex polynomial programs
• Second-order nonsmooth optimization for \(H_{\infty}\) synthesis
• Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
• Distributionally robust expected residual minimization for stochastic variational inequality problems
• Two optimal value functions in parametric conic linear programming
• A note on computing the smallest conic singular value
• Superlinear convergence of an SQP-type method for nonlinear semidefinite programming
• The conjugate duality of nonlinear semidefinite programming
• First and second order sensitivity analysis of nonlinear programs under directional constraint qualification conditions
• Primal-dual path following method for nonlinear semi-infinite programs with semi-definite constraints
• Second-order optimality conditions for \(C^{1, 1}\) semidefinite programming
• On filter-successive linearization methods for nonlinear semidefinite programming
• Sufficient optimality conditions hold for almost all nonlinear semidefinite programs
• Second-order optimality conditions for \(C^{1,1}\) semidefinite programming
• Variational analysis of norm cones in finite dimensional Euclidean spaces
• Confidence structural robust design and optimization under stiffness and load uncertainties
• Optimality conditions and global convergence for nonlinear semidefinite programming
• Optimality conditions for nonlinear semidefinite programming via squared slack variables
• Generic minimizing behavior in semialgebraic optimization
• The space decomposition theory for a class of eigenvalue optimizations
• On some aspects of perturbation analysis for matrix cone optimization induced by spectral norm
• First order solutions in conic programming
• A sensitivity result for semidefinite programs.
• First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition
• Nonlinear semidefinite programming: sensitivity, convergence, and an application in passive reduced-order modeling
• Equivalence of two nondegeneracy conditions for semidefinite programs
• Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle
• Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization
• Calmness and exact penalization in vector optimization with cone constraints
• On parametric semidefinite programming
• Error bounds for eigenvalue and semidefinite matrix inequality systems
• Duality theories in nonlinear semidefinite programming
• Lower-order penalization approach to nonlinear semidefinite programming
• Generic properties for semialgebraic programs
• Cone-LP's and semidefinite programs: geometry and a simplex-type method
• Equivalent conditions for Jacobian nonsingularity in linear symmetric cone programming
• Optimality conditions for nonconvex semidefinite programming
• A self-concordance property for nonconvex semidefinite programming
• \(\mathcal{UV}\)-theory of a class of semidefinite programming and its applications
• On saddle points in semidefinite optimization via separation scheme
• Genericity results in linear conic programming -- a tour d'horizon
• Elementary optimality conditions for nonlinear SDPs
• A homotopy method based on penalty function for nonlinear semidefinite programming
• Statistical inference of semidefinite programming
• An improved semidefinite programming hierarchy for testing entanglement
• A homotopy method for nonlinear semidefinite programming
• Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming
• Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming
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• On the second-order directional derivatives of singular values of matrices and symmetric matrix-valued functions
• Successive linearization methods for nonlinear semidefinite programs
• The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications
• 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
• A matrix Positivstellensatz with lifting polynomials
• Perturbation analysis of second-order cone programming problems
• Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
• A space decomposition scheme for maximum eigenvalue functions and its applications
• Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved
• Sequential parametric convex approximation algorithm for bilinear matrix inequality problem
• Approximate augmented Lagrangian functions and nonlinear semidefinite programs
• Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods
• Environmental game modeling with uncertainties
• Encoding inductive invariants as barrier certificates: synthesis via difference-of-convex programming
• Asymptotic behaviors of semidefinite programming with a covariance perturbation
• Perturbation analysis of nonlinear semidefinite programming under Jacobian uniqueness conditions
• Perturbation analysis of the Euclidean distance matrix optimization problem and its numerical implications
• On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming
• A quadratic matrix inequality based PID controller design for LPV systems
• A new bounded degree hierarchy with SOCP relaxations for global polynomial optimization and conic convex semi-algebraic programs
• A line search SQP-type method with bi-object strategy for nonlinear semidefinite programming
• On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming
• Some topics in nonlinear positive semi-definite programming
• No gap second-order optimality conditions for circular conic programs
• On Computing the Nonlinearity Interval in Parametric Semidefinite Optimization
• Optimality conditions for problems over symmetric cones and a simple augmented Lagrangian method
• Complexity analysis of interior-point methods for second-order stationary points of nonlinear semidefinite optimization problems
• A new QP-free algorithm without a penalty function or a filter for nonlinear semidefinite programming
• Characterizations of the set less order relation in nonconvex set optimization
• A simple proof of second-order sufficient optimality conditions in nonlinear semidefinite optimization
• A globally convergent QP-free algorithm for nonlinear semidefinite programming
• Resilient control co-design for cyber-physical systems with DoS attacks via a successive convex optimization approach
• A successive convex optimization method for bilinear matrix inequality problems and its application to static output‐feedback control
• \(LDL^T\) direction interior point method for semidefinite programming
• On continuous selections of polynomial functions
• Sampled-data feedback control design in the presence of quantized actuators
• A unified study of necessary and sufficient optimality conditions for minimax and Chebyshev problems with cone constraints
• The decompositions with respect to two core non-symmetric cones
• Local convergence of primal-dual interior point methods for nonlinear semidefinite optimization using the Monteiro-Tsuchiya family of search directions

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