Penalty/Barrier multiplier algorthm for semidefinit programming∗
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Publication:4514285
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Cites work
- A New Method for Optimal Truss Topology Design
- An Interior Proximal Algorithm and the Exponential Multiplier Method for Semidefinite Programming
- An Interior-Point Method for Minimizing the Maximum Eigenvalue of a Linear Combination of Matrices
- Convex Analysis
- Convex Analysis on the Hermitian Matrices
- Entropic Proximal Mappings with Applications to Nonlinear Programming
- Entropy-Like Proximal Methods in Convex Programming
- scientific article; zbMATH DE number 3894826 (Why is no real title available?)
- Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
- Method of centers for minimizing generalized eigenvalues
- Modified barrier functions (theory and methods)
- On the convergence of the exponential multiplier method for convex programming
- Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
- Penalty/Barrier Multiplier Methods for Convex Programming Problems
- Robust Truss Topology Design via Semidefinite Programming
- Semidefinite Programming
Cited in
(26)- On the convergence of the entropy-exponential penalty trajectories and generalized proximal point methods in semidefinite optimization
- On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
- A line search SQP-type method with bi-object strategy for nonlinear semidefinite programming
- A line search exact penalty method for nonlinear semidefinite programming
- A second-order convergence augmented Lagrangian method using non-quadratic penalty functions
- A proximal-point SQP trust region method for solving some special class of nonlinear semi-definite programming problems
- Approximate augmented Lagrangian functions and nonlinear semidefinite programs
- A spectral quadratic-SDP method with applications to fixed-order \(H_2\) and \(H_\infty\) synthesis
- Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved
- Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
- A new nonlinear Lagrangian method for nonconvex semidefinite programming
- A new barrier for a class of semidefinite problems
- Penalty/Barrier Multiplier Methods for Convex Programming Problems
- A sequential quadratic penalty method for nonlinear semidefinite programming
- A sequential quadratic penalty method for nonlinear semidefinite programming
- An SQP-type method with superlinear convergence for nonlinear semidefinite programming
- Algorithm of Barrier Objective Penalty Function
- Superlinear convergence of an SQP-type method for nonlinear semidefinite programming
- A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming
- Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
- On the New Barrier Function and Specialized Algorithms for a Class of Semidefinite Programs
- A globally convergent SQP-type method with least constraint violation for nonlinear semidefinite programming
- 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
- Penalty and barrier methods for convex semidefinite programming
- Lower-order penalization approach to nonlinear semidefinite programming
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