Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
From MaRDI portal
Publication:5437526
DOI10.1080/10556780701223970zbMATH Open1188.90254OpenAlexW2158288046MaRDI QIDQ5437526FDOQ5437526
Authors: Dominikus Noll 
Publication date: 21 January 2008
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556780701223970
Recommendations
- Partially Augmented Lagrangian Method for Matrix Inequality Constraints
- The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
- On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
- Properties of the augmented Lagrangian in nonlinear semidefinite optimization
- Improved local convergence results for augmented Lagrangian methods in \(C^2\)-cone reducible constrained optimization
augmented Lagrangianmatrix inequalityimplicit function theoremnonlinear semidefinite programmingspectral penalty
Cites Work
- PENNON: A code for convex nonlinear and semidefinite programming
- On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
- A Spectral Bundle Method for Semidefinite Programming
- Title not available (Why is that?)
- Multiplier and gradient methods
- Numerical comparison of augmented Lagrangian algorithms for nonconvex problems
- Nonsmooth optimization for multidisk \(H_\infty\) synthesis
- A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
- Title not available (Why is that?)
- Nonsmooth H∞Synthesis
- Title not available (Why is that?)
- Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
- Extremal problems on the set of nonnegative definite matrices
- A New Class of Augmented Lagrangians in Nonlinear Programming
- Penalty/Barrier Multiplier Methods for Convex Programming Problems
- An Interior Point Constrained Trust Region Method for a Special Class of Nonlinear Semidefinite Programming Problems
- Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
- Robust Control via Sequential Semidefinite Programming
- Nondifferentiable optimization algorithm for designing control systems having singular value inequalities
- Nonsmooth optimization for multiband frequency domain control design
- An augmented Lagrangian method for a class of LMI-constrained problems in robust control theory
- Controller Design via Nonsmooth Multidirectional Search
- Fixed-orderH? control design via a partially augmented Lagrangian method
- Partially Augmented Lagrangian Method for Matrix Inequality Constraints
- Semi-Definite Matrix Constraints in Optimization
- Large-Scale Optimization of Eigenvalues
- Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods
- Trust region methods for solving the optimal output feedback design problem
- Penalty/Barrier multiplier algorthm for semidefinit programming∗
- Generalized Hadamard Product and the Derivatives of Spectral Functions
- Augmented Lagrangians which are quadratic in the multiplier
Cited In (23)
- On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
- Exact augmented Lagrangian functions for nonlinear semidefinite programming
- Optimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian Method
- Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
- Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property
- A new QP-free algorithm without a penalty function or a filter for nonlinear semidefinite programming
- A new nonlinear Lagrangian method for nonconvex semidefinite programming
- A globally convergent QP-free algorithm for nonlinear semidefinite programming
- Local convergence of exact and inexact augmented Lagrangian methods under the second-order sufficient optimality condition
- A note on convergence analysis of an SQP-type 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
- A self-concordance property for nonconvex semidefinite programming
- A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming
- On saddle points in semidefinite optimization via separation scheme
- A primal-dual interior point trust-region method for nonlinear semidefinite programming
- On the local quadratic convergence of the primal–dual augmented Lagrangian method
- A homotopy method based on penalty function for nonlinear semidefinite programming
- A homotopy method for nonlinear semidefinite programming
- Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming
- Partially Augmented Lagrangian Method for Matrix Inequality Constraints
- Title not available (Why is that?)
- Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved
- PENNON: Software for Linear and Nonlinear Matrix Inequalities
This page was built for publication: Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5437526)
