Optimality conditions and global convergence for nonlinear semidefinite programming
From MaRDI portal
Publication:2297647
DOI10.1007/S10107-018-1354-5zbMATH Open1434.90121OpenAlexW2905097288WikidataQ122111954 ScholiaQ122111954MaRDI QIDQ2297647FDOQ2297647
Authors: Gabriel Haeser, Daiana S. Viana, R. Andreani 
Publication date: 20 February 2020
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-018-1354-5
Recommendations
- On optimality conditions for nonlinear conic programming
- On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
- Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
- Elementary optimality conditions for nonlinear SDPs
- Optimality conditions for nonconvex semidefinite programming
constraint qualificationsoptimality conditionsnonlinear semidefinite programmingpractical algorithms
Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30) Semidefinite programming (90C22)
Cites Work
- PENNON: A code for convex nonlinear and semidefinite programming
- Practical augmented Lagrangian methods for constrained optimization
- On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
- Title not available (Why is that?)
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
- Semidefinite Programming
- Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
- On relaxed constant rank regularity condition in mathematical programming
- Directional derivative of the marginal function in nonlinear programming
- On Augmented Lagrangian Methods with General Lower-Level Constraints
- Title not available (Why is that?)
- Title not available (Why is that?)
- Two new weak constraint qualifications and applications
- A relaxed constant positive linear dependence constraint qualification and applications
- Semidefinite optimization
- On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
- The Łojasiewicz Inequality for Nonsmooth Subanalytic Functions with Applications to Subgradient Dynamical Systems
- Title not available (Why is that?)
- On approximate KKT condition and its extension to continuous variational inequalities
- First and second order analysis of nonlinear semidefinite programs
- Optimality conditions for nonconvex semidefinite programming
- Elementary optimality conditions for nonlinear SDPs
- A sequential convex semidefinite programming algorithm with an application to multiple-load free material optimization
- Nonlinear semidefinite programming: sensitivity, convergence, and an application in passive reduced-order modeling
- Sequential semidefinite program for maximum robustness design of structures under load uncertainty
- Inexact-restoration algorithm for constrained optimization
- A cone-continuity constraint qualification and algorithmic consequences
- On sequential optimality conditions for smooth constrained optimization
- Approximate Karush-Kuhn-Tucker condition in multiobjective optimization
- A practical optimality condition without constraint qualifications for nonlinear programming
- A new sequential optimality condition for constrained optimization and algorithmic consequences
- Newton's method may fail to recognize proximity to optimal points in constrained optimization
- Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming
- Robust Control via Sequential Semidefinite Programming
- A Global Algorithm for Nonlinear Semidefinite Programming
- Convex Analysis on the Hermitian Matrices
- A filter algorithm for nonlinear semidefinite programming
- A primal-dual interior point method for nonlinear semidefinite programming
- The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
- Determinant Maximization with Linear Matrix Inequality Constraints
- An augmented Lagrangian method for a class of LMI-constrained problems in robust control theory
- Some Properties of the Augmented Lagrangian in Cone Constrained Optimization
- Estimation of failure probability using semi-definite logit model
- Approximate augmented Lagrangian functions and nonlinear semidefinite programs
- A filter method for nonlinear semidefinite programming with global convergence
- On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
- Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
- Properties of the augmented Lagrangian in nonlinear semidefinite optimization
- A second-order optimality condition with first- and second-order complementarity associated with global convergence of algorithms
- A second-order sequential optimality condition associated to the convergence of optimization algorithms
- Convergence properties of a second order augmented Lagrangian method for mathematical programs with complementarity constraints
- Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points
- Approximate KKT points and a proximity measure for termination
- A survey of numerical methods for nonlinear semidefinite programming
- Convergence detection for optimization algorithms: approximate-KKT stopping criterion when Lagrange multipliers are not available
- A note on approximate Karush-Kuhn-Tucker conditions in locally Lipschitz multiobjective optimization
- An inequality for the trace of the product of two symmetric matrices
- Evaluation complexity for nonlinear constrained optimization using unscaled KKT conditions and high-order models
- Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization
- On the minimization of possibly discontinuous functions by means of pointwise approximations
- A sequential optimality condition related to the quasi-normality constraint qualification and its algorithmic consequences
- Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences
Cited In (30)
- Sequential constant rank constraint qualifications for nonlinear semidefinite programming with algorithmic applications
- Optimality criteria without constraint qualifications for linear semidefinite problems
- A semistrong sufficiency condition for optimality in nonconvex programming and its connection to the perturbation problem
- Sequential optimality conditions for nonlinear optimization on Riemannian manifolds and a globally convergent augmented Lagrangian method
- Conic optimization: a survey with special focus on copositive optimization and binary quadratic problems
- On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming
- A line search SQP-type method with bi-object strategy for nonlinear semidefinite programming
- Complexity analysis of interior-point methods for second-order stationary points of nonlinear semidefinite optimization problems
- Globally convergent algorithms for semidefinite complementarity problems
- On the best achievable quality of limit points of augmented Lagrangian schemes
- Asymptotic regularity for Lipschitzian nonlinear optimization problems with applications to complementarity constrained and bilevel programming
- On optimality conditions for nonlinear conic programming
- Optimality conditions for nonlinear second-order cone programming and symmetric cone programming
- An augmented Lagrangian method for optimization problems with structured geometric constraints
- Optimality conditions, approximate stationarity, and applications -- a story beyond Lipschitzness
- On the use of Jordan algebras for improving global convergence of an augmented Lagrangian method in nonlinear semidefinite programming
- A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs
- An augmented Lagrangian method for cardinality-constrained optimization problems
- A revised sequential quadratic semidefinite programming method for nonlinear semidefinite optimization
- A Global Algorithm for Nonlinear Semidefinite Programming
- Scaled-PAKKT sequential optimality condition for multiobjective problems and its application to an augmented Lagrangian method
- An augmented Lagrangian algorithm for nonlinear semidefinite programming applied to the covering problem
- Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming
- Hessian barrier algorithms for non-convex conic optimization
- Local convergence of primal-dual interior point methods for nonlinear semidefinite optimization using the Monteiro-Tsuchiya family of search directions
- An extended sequential quadratically constrained quadratic programming algorithm for nonlinear, semidefinite, and second-order cone programming
- Optimality conditions for semi-preinvex programming
- A Stabilized Sequential Quadratic Programming Method for Optimization Problems in Function Spaces
- Semidefinite concave programming
- Weak notions of nondegeneracy in nonlinear semidefinite programming
Uses Software
This page was built for publication: Optimality conditions and global convergence for nonlinear semidefinite programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2297647)
