Constraint Nondegeneracy, Strong Regularity, and Nonsingularity in Semidefinite Programming
From MaRDI portal
Publication:3608988
DOI10.1137/070681235zbMath1190.90116OpenAlexW2056854783MaRDI QIDQ3608988
Publication date: 6 March 2009
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/070681235
semidefinite programmingquadratic convergencestrong regularityvariational analysisnonsingularityconstraint nondegeneracy
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25) Numerical optimization and variational techniques (65K10) Sensitivity, stability, parametric optimization (90C31)
Related Items
Parameter-related projection-based iterative algorithm for a kind of generalized positive semidefinite least squares problem ⋮ On the convergence properties of a second-order augmented Lagrangian method for nonlinear programming problems with inequality constraints ⋮ Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming ⋮ Nonsingularity in matrix conic optimization induced by spectral norm via a smoothing metric projector ⋮ Certifying the global optimality of quartic minimization over the sphere ⋮ Aubin property and uniqueness of solutions in cone constrained optimization ⋮ Nonsingularity conditions for FB system of reformulating nonlinear second-order cone programming ⋮ Spectral operators of matrices ⋮ On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming ⋮ Quadratic convergence of a smoothing Newton method for symmetric cone programming without strict complementarity ⋮ On some aspects of perturbation analysis for matrix cone optimization induced by spectral norm ⋮ Quadratic model updating with gyroscopic structure from partial eigendata ⋮ Strong Variational Sufficiency for Nonlinear Semidefinite Programming and Its Implications ⋮ Newton's method for computing the nearest correlation matrix with a simple upper bound ⋮ Variational analysis of norm cones in finite dimensional Euclidean spaces ⋮ Nonsingularity of FB system and constraint nondegeneracy in semidefinite programming ⋮ An equivalency condition of nonsingularity in nonlinear semidefinite programming ⋮ On the upper Lipschitz property of the KKT mapping for nonlinear semidefinite optimization ⋮ Perturbation analysis of the Euclidean distance matrix optimization problem and its numerical implications ⋮ Jacobian nonsingularity in nonlinear symmetric conic programming problems and its application ⋮ Conditional quadratic semidefinite programming: examples and methods ⋮ On the Simplicity and Conditioning of Low Rank Semidefinite Programs ⋮ Equivalent conditions for Jacobian nonsingularity in linear symmetric cone programming ⋮ Nonsingularity in second-order cone programming via the smoothing metric projector ⋮ A projected semismooth Newton method for problems of calibrating least squares covariance matrix ⋮ Quadratic convergence to the optimal solution of second-order conic optimization without strict complementarity ⋮ Positive semidefinite matrix completions on chordal graphs and constraint nondegeneracy in semidefinite programming ⋮ Complementarity Problems Over Symmetric Cones: A Survey of Recent Developments in Several Aspects ⋮ On the superlinear local convergence of a penalty-free method for nonlinear semidefinite programming ⋮ Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming ⋮ Spectral Operators of Matrices: Semismoothness and Characterizations of the Generalized Jacobian ⋮ Metric subregularity and/or calmness of the normal cone mapping to the \(p\)-order conic constraint system ⋮ Properties of equation reformulation of the Karush-Kuhn-Tucker condition for nonlinear second order cone optimization problems ⋮ A Convex Matrix Optimization for the Additive Constant Problem in Multidimensional Scaling with Application to Locally Linear Embedding ⋮ Constrained Best Euclidean Distance Embedding on a Sphere: A Matrix Optimization Approach ⋮ On saddle points in semidefinite optimization via separation scheme