An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming

DOI10.1016/J.CAM.2014.07.024MaRDI QIDQ457716zbMATHOpenAlexFDO

Authors Atsushi Kato, Hiroshi Yabe, Hiroshi Yamashita

Publication date 29 September 2014

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

Full work available at URL https://doi.org/10.1016/j.cam.2014.07.024

zbMATH Keywords

global convergencenonlinear semidefinite programmingprimal-dual interior point methodprimal-dual quadratic barrier penalty function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51) Semidefinite programming (90C22)

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Cites work

• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
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• A primal-dual interior point method for nonlinear semidefinite programming
• A sequential quadratic penalty method for nonlinear semidefinite programming
• An Interior Point Constrained Trust Region Method for a Special Class of Nonlinear Semidefinite Programming Problems
• An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization
• An Interior-Point Method for Semidefinite Programming
• An augmented Lagrangian method for a class of LMI-constrained problems in robust control theory
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Cited in

(13)

• scientific article; zbMATH DE number 2102033 (Why is no real title available?)
• A homotopy method based on penalty function for nonlinear semidefinite programming
• Differentiable merit function for shifted perturbed Karush-Kuhn-Tucker conditions of nonlinear semidefinite programming
• Primal-dual point method for nonlinear programming
• A new QP-free algorithm without a penalty function or a filter for nonlinear semidefinite programming
• Local convergence of primal-dual interior point methods for nonlinear semidefinite optimization using the Monteiro-Tsuchiya family of search directions
• A primal-dual interior point trust-region method for nonlinear semidefinite programming
• An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization
• Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming
• A two-step primal-dual interior point method for nonlinear semidefinite programming problems and its superlinear convergence
• A New Efficient Large-Update Primal-Dual Interior-Point Method Based on a Finite Barrier
• Complexity analysis of interior-point methods for second-order stationary points of nonlinear semidefinite optimization problems
• A primal-dual interior point method for nonlinear semidefinite programming

Describes a project that uses

Uses Software

• PENNON

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