UV-theory of a class of semidefinite programming and its applications
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Publication:2240656
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Cites work
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- A \(\mathcal{VU}\)-algorithm for convex minimization
- A fast space-decomposition scheme for nonconvex eigenvalue optimization
- A new primal-dual path-following interior-point algorithm for semidefinite optimization
- A second-order bundle method based on \(\mathcal{UV}\)-decomposition strategy for a special class of eigenvalue optimizations
- A second-order bundle method to minimize the maximum eigenvalue function.
- A semidefinite programming approach to the quadratic knapsack problem
- A space decomposition scheme for maximum eigenvalue functions and its applications
- A spectral quadratic-SDP method with applications to fixed-order \(H_2\) and \(H_\infty\) synthesis
- Aspects of semidefinite programming. Interior point algorithms and selected applications
- Duality for semi-definite and semi-infinite programming
- Exact matrix completion via convex optimization
- First and second order analysis of nonlinear semidefinite programs
- Handbook of semidefinite programming. Theory, algorithms, and applications
- Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
- Large-Scale Optimization of Eigenvalues
- On Eigenvalue Optimization
- On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
- On \(\mathcal{VU}\)-theory for functions with primal-dual gradient structure
- Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
- Partially Augmented Lagrangian Method for Matrix Inequality Constraints
- Perfect duality in semi-infinite and semidefinite programming
- Primal-Dual Interior-Point Methods for Self-Scaled Cones
- Second Derivatives for Optimizing Eigenvalues of Symmetric Matrices
- Self-Scaled Barriers and Interior-Point Methods for Convex Programming
- Self-regular functions and new search directions for linear and semidefinite optimization
- Semidefinite Programming
- Sensitivity analysis of all eigenvalues of a symmetric matrix
- Sufficiency of Exact Penalty Minimization
- The \U-Lagrangian of the Maximum Eigenvalue Function
- The bundle scheme for solving arbitrary eigenvalue optimizations
- The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications
- The space decomposition theory for a class of eigenvalue optimizations
- The 𝒰-Lagrangian of a convex function
- Uniform LP duality for semidefinite and semi-infinite programming
- 𝒱𝒰-smoothness and proximal point results for some nonconvex functions
Cited in
(5)- A proximal bundle approach for solving the generalized variational inequalities with inexact data
- Proximal decomposition of convex optimization via an alternating linearization algorithm with inexact oracles
- The \(\mathcal{UV}\)-decomposition on a class of d.c. functions and optimality conditions
- UV-decomposition theory for a class of D.C. constrained optimization problem
- Study of properties of fuzzy rate and their applications
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