Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
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Cites work
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- A New Class of Augmented Lagrangians in Nonlinear Programming
- A Spectral Bundle Method for Semidefinite Programming
- An augmented Lagrangian method for a class of LMI-constrained problems in robust control theory
- An Interior Point Constrained Trust Region Method for a Special Class of Nonlinear Semidefinite Programming Problems
- Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
- Augmented Lagrangians which are quadratic in the multiplier
- Controller Design via Nonsmooth Multidirectional Search
- Extremal problems on the set of nonnegative definite matrices
- Fixed-orderH? control design via a partially augmented Lagrangian method
- Generalized Hadamard Product and the Derivatives of Spectral Functions
- scientific article; zbMATH DE number 3914081 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 3200675 (Why is no real title available?)
- Large-Scale Optimization of Eigenvalues
- Multiplier and gradient methods
- Nondifferentiable optimization algorithm for designing control systems having singular value inequalities
- Nonsmooth H∞Synthesis
- Nonsmooth optimization for multiband frequency domain control design
- Nonsmooth optimization for multidisk \(H_\infty\) synthesis
- Numerical comparison of augmented Lagrangian algorithms for nonconvex problems
- On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
- Partially Augmented Lagrangian Method for Matrix Inequality Constraints
- Penalty/Barrier multiplier algorthm for semidefinit programming∗
- Penalty/Barrier Multiplier Methods for Convex Programming Problems
- PENNON: A code for convex nonlinear and semidefinite programming
- Robust Control via Sequential Semidefinite Programming
- Semi-Definite Matrix Constraints in Optimization
- Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods
- Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
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Cited in
(24)- Exact augmented Lagrangian functions for nonlinear semidefinite programming
- On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
- A new QP-free algorithm without a penalty function or a filter for nonlinear semidefinite programming
- On saddle points in semidefinite optimization via separation scheme
- A globally convergent QP-free algorithm for nonlinear semidefinite programming
- Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved
- Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
- PENNON: software for linear and nonlinear matrix inequalities
- Local convergence of exact and inexact augmented Lagrangian methods under the second-order sufficient optimality condition
- A new nonlinear Lagrangian method for nonconvex semidefinite programming
- A homotopy method for nonlinear semidefinite programming
- On the local quadratic convergence of the primal–dual augmented Lagrangian method
- Partially Augmented Lagrangian Method for Matrix Inequality Constraints
- A homotopy method based on penalty function for nonlinear semidefinite programming
- A primal-dual interior point trust-region method for nonlinear semidefinite programming
- Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming
- Superlinear convergence of an SQP-type method for nonlinear semidefinite programming
- Optimality conditions for problems over symmetric cones and a simple augmented Lagrangian method
- A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming
- A self-concordance property for nonconvex semidefinite programming
- 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
- Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming
- A note on convergence analysis of an SQP-type method for nonlinear semidefinite programming
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