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

DOI10.1016/j.cam.2014.07.024zbMath1297.90109OpenAlexW2132253245MaRDI QIDQ457716

Hiroshi Yabe, Atsushi Kato, 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) Semidefinite programming (90C22) Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items (4)

Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming ⋮ 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 ⋮ A primal-dual interior point trust-region method for nonlinear semidefinite programming

Uses Software

• PENNON

Cites Work

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