UV-theory of a class of semidefinite programming and its applications
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Publication:2240656
Convex semidefinite optimization problems are converted into eigenvalue problems by means of exact penalty functions. First-and second-order derivatives of the \(\mathcal{U}\)-Lagrangian of the function of the largest eigenvalues are derived under a transversality condition holds. A conceptual algorithm with superlinear convergence for \(\mathcal{UV}\)-decomposition is proposed, and an application involving an opimization problem containing a bilinear matrix inequality in the constraints is studied.
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Cited in
(6)- UV-decomposition theory for a class of D.C. constrained optimization problem
- Study of properties of fuzzy rate and their applications
- Proximal decomposition of convex optimization via an alternating linearization algorithm with inexact oracles
- A proximal bundle approach for solving the generalized variational inequalities with inexact data
- A proximal bundle technique for solving the equilibrium problems with inexact oracles
- The \(\mathcal{UV}\)-decomposition on a class of d.c. functions and optimality conditions
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