A new nonlinear Lagrangian method for nonconvex semidefinite programming

DOI10.1515/JAA.2009.149MaRDI QIDQ3405602zbMATH OpenOpenAlexFDO

Authors

Publication date 10 February 2010

Published in Journal of Applied Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/jaa.2009.149

zbMATH Keywords

semidefinite programmingconvergence analysisnonlinear Lagrangian method

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Semidefinite programming (90C22)

Recommendations

• A nonlinear Lagrangian method based on log-sigmoid function for nonconvex semidefinite programming
• Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved
• A nonlinear Lagrangian for constructing algorithms for nonlinear semidefinite programming
• Nonlinear rescaling Lagrangians for nonconvex semidefinite programming
• On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming

Cites work

• A dual approach to solving nonlinear programming problems by unconstrained optimization
• An augmented Lagrangian method for a class of LMI-constrained problems in robust control theory
• Definite and Semidefinite Quadratic Forms
• Fixed-orderH? control design via a partially augmented Lagrangian method
• Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
• Log-sigmoid multipliers method in constrained optimization
• PENNON: A code for convex nonlinear and semidefinite programming
• Partially Augmented Lagrangian Method for Matrix Inequality Constraints
• Penalty/Barrier Multiplier Methods for Convex Programming Problems
• Penalty/Barrier multiplier algorthm for semidefinit programming^∗
• Robust Control via Sequential Semidefinite Programming
• The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications
• The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
• Über monotone Matrixfunktionen

Cited in

(13)

• A class of nonlinear Lagrangians for nonconvex second order cone programming
• A new semi-penalty method for nonlinear programming
• Nonlinear rescaling Lagrangians for nonconvex semidefinite programming
• Log-sigmoid nonlinear Lagrange method for nonlinear optimization problems over second-order cones
• Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property
• An equivalent problem in nonconvex semidefinite programming
• A nonlinear Lagrangian method based on log-sigmoid function for nonconvex semidefinite programming
• A self-concordance property for nonconvex semidefinite programming
• PENNON: software for linear and nonlinear matrix inequalities
• An SQP-type method with superlinear convergence for nonlinear semidefinite programming
• A new Lagrangian-based first-order method for nonconvex constrained optimization
• A nonlinear Lagrangian for constructing algorithms for nonlinear semidefinite programming
• Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved

This page was built for publication: A new nonlinear Lagrangian method for nonconvex semidefinite programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3405602)