An interior method for nonconvex semidefinite programs
From MaRDI portal
Publication:1863841
DOI10.1023/A:1011562523132zbMath1035.90055OpenAlexW2224084562MaRDI QIDQ1863841
Publication date: 12 March 2003
Published in: Optimization and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1011562523132
Semidefinite programming (90C22) Nonconvex programming, global optimization (90C26) Interior-point methods (90C51)
Related Items
A globally convergent QP-free algorithm for nonlinear semidefinite programming, Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming, Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming, A homotopy method for nonlinear semidefinite programming, On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming, A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs, Complexity analysis of interior-point methods for second-order stationary points of nonlinear semidefinite optimization problems, On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming, A revised sequential quadratic semidefinite programming method for nonlinear semidefinite optimization, A filter-type method for solving nonlinear semidefinite programming, On globally stable singular truss topologies, An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming, A homotopy method based on penalty function for nonlinear semidefinite programming, A primal-dual interior point method for nonlinear semidefinite programming, A new QP-free algorithm without a penalty function or a filter for nonlinear semidefinite programming, Approximate augmented Lagrangian functions and nonlinear semidefinite programs, Lower-order penalization approach to nonlinear semidefinite programming, A nonlinear SDP approach to fixed-order controller synthesis and comparison with two other methods applied to an active suspension system, Priors with coupled first and second order differences for manifold-valued image processing, Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming, A projected gradient method for optimization over density matrices, A superlinearly convergent SSDP algorithm for nonlinear semidefinite programming, A sequential quadratic penalty method for nonlinear semidefinite programming, A sequential quadratic penalty method for nonlinear semidefinite programming, An alternating direction method for solving convex nonlinear semidefinite programming problems, A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming, A primal-dual interior point trust-region method for nonlinear semidefinite programming, On filter-successive linearization methods for nonlinear semidefinite programming, Successive linearization methods for nonlinear semidefinite programs
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A new polynomial-time algorithm for linear programming
- Approximate solution of the trust region problem by minimization over two-dimensional subspaces
- Free material optimization
- An interior-point algorithm for nonconvex nonlinear programming
- Optimal ellipsoidal approximations around the analytic center
- The role of linear objective functions in barrier methods
- An interior-point method for multifractional programs with convex constraints
- An LMI-Based Algorithm for Designing Suboptimal Static $\cal H_2/\cal H_\infty$ Output Feedback Controllers
- A projected gradient algorithm for solving the maxcut SDP relaxation
- A Global Convergence Theory for General Trust-Region-Based Algorithms for Equality Constrained Optimization
- An Interior-Point Method for Minimizing the Maximum Eigenvalue of a Linear Combination of Matrices
- Computing a Trust Region Step
- A Family of Trust-Region-Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties
- A Curvilinear Search Using Tridiagonal Secant Updates for Unconstrained Optimization
- Large-Scale Optimization of Eigenvalues
- On the Optimal Design of Columns Against Buckling
- On the use of directions of negative curvature in a modified newton method
- Optimal Truss Design by Interior-Point Methods
- Primal-Dual Interior Methods for Nonconvex Nonlinear Programming
- Proximal interior point approach in convex programming (ill-posed problems)*†
- A Practical Interior-Point Method for Convex Programming
- Multiobjective H/sub 2//H/sub ∞/ control
- A trust region method based on interior point techniques for nonlinear programming.
- Branch-and-cut algorithms for the bilinear matrix inequality eigenvalue problem
- Generalization of primal-dual interior-point methods to convex optimization problems in conic form
- Optimal design of trusses under a nonconvex global buckling constraint