Nonlinear rescaling Lagrangians for nonconvex semidefinite programming
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Cites work
- A dual approach to solving nonlinear programming problems by unconstrained optimization
- Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming
- Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
- Definite and Semidefinite Quadratic Forms
- scientific article; zbMATH DE number 3914081 (Why is no real title available?)
- Log-sigmoid multipliers method in constrained optimization
- Modified barrier functions (theory and methods)
- Multiplier and gradient methods
- Nonlinear leastpth optimization and nonlinear programming
- Nonlinear rescaling vs. smoothing technique in convex optimization
- On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
- Penalty/Barrier Multiplier Methods for Convex Programming Problems
- PENNON: A code for convex nonlinear and semidefinite programming
- PENNON: software for linear and nonlinear matrix inequalities
- Primal-dual nonlinear rescaling method with dynamic scaling parameter update
- Properties of the augmented Lagrangian in nonlinear semidefinite optimization
- Solving nonconvex SDP problems of structural optimization with stability control
- The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
- The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications
- Unconstrained Lagrangians in Nonlinear Programming
- Variational Analysis
- Zero duality gap for a class of nonconvex optimization problems
- Über monotone Matrixfunktionen
Cited in
(10)- Nonlinear rescaling vs. smoothing technique in convex optimization
- A nonlinear Lagrangian method based on log-sigmoid function for nonconvex semidefinite programming
- Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved
- Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization
- A nonlinear Lagrangian for constructing algorithms for nonlinear semidefinite programming
- A new nonlinear Lagrangian method for nonconvex semidefinite programming
- Nonlinear rescaling method and self-concordant functions
- The nonconvex second-order cone: algebraic structure toward optimization
- Convergence analysis of primal-dual augmented Lagrangian methods and duality theory
- Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property
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