Loss of Superlinear Convergence for an SQP-Type Method with Conic Constraints

DOI10.1137/050625977zbMATH Open1131.90058OpenAlexW2039132125MaRDI QIDQ5470239FDOQ5470239

Authors: Moritz Diehl, Florian Jarre, Christoph H. Vogelbusch 

Publication date: 30 May 2006

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

Full work available at URL: https://doi.org/10.1137/050625977

Recommendations

• Superlinear convergence of an SQP-type method for nonlinear semidefinite programming
• A superlinearly and quadratically convergent SQP type feasible method for constrained optimization
• A stabilized SQP method: superlinear convergence
• Modifying SQP for Degenerate Problems
• A superlinearly and quadratically convergent SQP algorithm for inequality constrained optimization.

zbMATH Keywords

nonlinear programmingsequential quadratic programmingsemidefinite programmingsecond order cone

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Cited In (8)

• Superlinear convergence of an SQP-type method for nonlinear semidefinite programming
• A quadratically convergent sequential programming method for second-order cone programs capable of warm starts
• Sufficient optimality conditions hold for almost all nonlinear semidefinite programs
• Asymptotic rates of convergence of SQP-type methods of feasible directions.
• Nonlinear robust optimization via sequential convex bilevel programming
• A self-concordance property for nonconvex semidefinite programming
• Elementary optimality conditions for nonlinear SDPs
• The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming

Uses Software

• SeDuMi
• SDPT3

This page was built for publication: Loss of Superlinear Convergence for an SQP-Type Method with Conic Constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5470239)