Constraint Nondegeneracy, Strong Regularity, and Nonsingularity in Semidefinite Programming
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Publication:3608988
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- Strong Variational Sufficiency for Nonlinear Semidefinite Programming and Its Implications
- An equivalency condition of nonsingularity in nonlinear semidefinite programming
- On the convergence properties of a second-order augmented Lagrangian method for nonlinear programming problems with inequality constraints
- An efficient sieving-based secant method for sparse optimization problems with least-squares constraints
- A feasible method for general convex low-rank SDP problems
- Perturbation analysis of the Euclidean distance matrix optimization problem and its numerical implications
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- Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
- On metric regularity for weakly almost piecewise smooth functions and some applications in nonlinear semidefinite programming
- Positive semidefinite matrix completions on chordal graphs and constraint nondegeneracy in semidefinite programming
- A convex matrix optimization for the additive constant problem in multidimensional scaling with application to locally linear embedding
- The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications
- Jacobian uniqueness theorem for nonlinear semidefinite programming
- On the simplicity and conditioning of low rank semidefinite programs
- Variational analysis of norm cones in finite dimensional Euclidean spaces
- Jacobian nonsingularity in nonlinear symmetric conic programming problems and its application
- On some aspects of perturbation analysis for matrix cone optimization induced by spectral norm
- Quadratic convergence of a smoothing Newton method for symmetric cone programming without strict complementarity
- Spectral operators of matrices: semismoothness and characterizations of the generalized Jacobian
- Equivalence of two nondegeneracy conditions for semidefinite programs
- A projected semismooth Newton method for problems of calibrating least squares covariance matrix
- Certifying the global optimality of quartic minimization over the sphere
- Aubin property and uniqueness of solutions in cone constrained optimization
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- Equivalent conditions for Jacobian nonsingularity in linear symmetric cone programming
- Properties of equation reformulation of the Karush-Kuhn-Tucker condition for nonlinear second order cone optimization problems
- Nonsingularity of FB system and constraint nondegeneracy in semidefinite programming
- Grothendieck inequalities for semidefinite programs with rank constraint
- On saddle points in semidefinite optimization via separation scheme
- Quadratic convergence to the optimal solution of second-order conic optimization without strict complementarity
- Conditional quadratic semidefinite programming: examples and methods
- Nonsingularity in second-order cone programming via the smoothing metric projector
- Complementarity problems over symmetric cones: A survey of recent developments in several aspects
- Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming
- On the upper Lipschitz property of the KKT mapping for nonlinear semidefinite optimization
- Nonsingularity conditions for FB system of reformulating nonlinear second-order cone programming
- Nonsingularity in matrix conic optimization induced by spectral norm via a smoothing metric projector
- Metric subregularity and/or calmness of the normal cone mapping to the \(p\)-order conic constraint system
- Newton's method for computing the nearest correlation matrix with a simple upper bound
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