Error bounds for eigenvalue and semidefinite matrix inequality systems
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Publication:2576734
DOI10.1007/s10107-005-0627-yzbMath1089.49027OpenAlexW2076486048MaRDI QIDQ2576734
Publication date: 14 December 2005
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-005-0627-y
Semidefinite programming (90C22) Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53)
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A Lipschitzian error bound for convex quadratic symmetric cone programming ⋮ Error Bound Characterizations of the Conical Constraint Qualification in Convex Programming ⋮ Error bounds for affine variational inequalities with second-order cone constraints ⋮ Global Optimality Conditions for Classes of Non-convex Multi-objective Quadratic Optimization Problems ⋮ An inexact spectral bundle method for convex quadratic semidefinite programming ⋮ Hölder error bounds and Hölder calmness with applications to convex semi-infinite optimization ⋮ On the finite termination of the Douglas-Rachford method for the convex feasibility problem
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