An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming
DOI10.1016/J.CAM.2014.07.024zbMATH Open1297.90109OpenAlexW2132253245MaRDI QIDQ457716FDOQ457716
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
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global convergencenonlinear semidefinite programmingprimal-dual interior point methodprimal-dual quadratic barrier penalty function
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51) Semidefinite programming (90C22)
Cites Work
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Cited In (10)
- An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization
- Complexity analysis of interior-point methods for second-order stationary points of nonlinear semidefinite optimization problems
- A new QP-free algorithm without a penalty function or a filter for nonlinear semidefinite programming
- Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming
- Primal-dual point method for nonlinear programming
- A primal-dual interior point trust-region method for nonlinear semidefinite programming
- Title not available (Why is that?)
- A primal-dual interior point method for nonlinear semidefinite programming
- A New Efficient Large-Update Primal-Dual Interior-Point Method Based on a Finite Barrier
- Local convergence of primal-dual interior point methods for nonlinear semidefinite optimization using the Monteiro-Tsuchiya family of search directions
Uses Software
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