Quadratic Convergence of a Nonsmooth Newton-Type Method for Semidefinite Programs Without Strict Complementarity

DOI10.1137/S1052623403431147zbMath1114.90084MaRDI QIDQ5317517

Christian Kanzow, Christian Nagel

Publication date: 16 September 2005

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

Newton's method; strict complementarity; quadratic convergence; semidefinite programs; nondegeneracy

Mathematics Subject Classification ID

90C22: Semidefinite programming

90C46: Optimality conditions and duality in mathematical programming