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

DOI10.1137/050625977MaRDI QIDQ5470239zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

nonlinear programmingsequential quadratic programmingsemidefinite programmingsecond order cone

Mathematics Subject Classification ID

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

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Cited in

(8)

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

Describes a project that uses

Uses Software

• SDPT3
• SeDuMi

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