A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithm

MaRDI QIDQ441797zbMATH OpenFDO

Authors Rodrigo Garcés, Florian Jarre, Walter Gómez Bofill

Publication date 8 August 2012

Published in Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022012000100011&lng=en&nrm=iso&tlng=en

zbMATH Keywords

sensitivityconvergencesequential quadratic programmingsemidefinite programmingsecond order sufficient conditionquadratic semidefinite programming

Mathematics Subject Classification ID

Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Semidefinite programming (90C22) Sensitivity, stability, parametric optimization (90C31)

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(5)

• A line search SQP-type method with bi-object strategy for nonlinear semidefinite programming
• Superlinear convergence of an SQP-type method for nonlinear semidefinite programming
• A sensitivity result for quadratic second-order cone programming and its application.
• On the superlinear local convergence of a penalty-free method for nonlinear semidefinite programming
• An SQP-type method with superlinear convergence for nonlinear semidefinite programming

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