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

zbMATH Open1254.90153MaRDI QIDQ441797FDOQ441797

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

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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)

Cited In (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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