A homotopy method based on penalty function for nonlinear semidefinite programming
From MaRDI portal
(Redirected from Publication:496592)
Recommendations
- A homotopy method for nonlinear semidefinite programming
- A sequential quadratic penalty method for nonlinear semidefinite programming
- A line search exact penalty method for nonlinear semidefinite programming
- A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming
- An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming
Cites work
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 4119957 (Why is no real title available?)
- scientific article; zbMATH DE number 3273748 (Why is no real title available?)
- A Derivative-Free Algorithm for Linearly Constrained Finite Minimax Problems
- A Global Algorithm for Nonlinear Semidefinite Programming
- A Newton-CG augmented Lagrangian method for semidefinite programming
- A filter algorithm for nonlinear semidefinite programming
- A homotopy method for nonlinear semidefinite programming
- A primal-dual interior point method for nonlinear semidefinite programming
- A truncated aggregate smoothing Newton method for minimax problems
- An Interior Point Constrained Trust Region Method for a Special Class of Nonlinear Semidefinite Programming Problems
- An aggregate deformation homotopy method for min-max-min problems with max-min constraints
- An interior method for nonconvex semidefinite programs
- Aspects of semidefinite programming. Interior point algorithms and selected applications
- Finding Zeroes of Maps: Homotopy Methods That are Constructive With Probability One
- First and second order analysis of nonlinear semidefinite programs
- Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
- Handbook of semidefinite programming. Theory, algorithms, and applications
- Introduction to Numerical Continuation Methods
- Large-Scale Optimization of Eigenvalues
- Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming
- Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
- Nonlinear semidefinite programming: sensitivity, convergence, and an application in passive reduced-order modeling
- On almost smooth functions and piecewise smooth functions
- On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
- Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
- Optimality conditions for nonconvex semidefinite programming
- PENNON: A code for convex nonlinear and semidefinite programming
- Penalty and Barrier Methods: A Unified Framework
- Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
- Robust Control via Sequential Semidefinite Programming
- Semidefinite optimization
- Smooth convex approximation to the maximum eigenvalue function
- Smoothing method for minimax problems
- Solving semidefinite-quadratic-linear programs using SDPT3
- Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
- Successive linearization methods for nonlinear semidefinite programs
- The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
This page was built for publication: A homotopy method based on penalty function for nonlinear semidefinite programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q496592)
