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

DOI10.1137/050625977zbMath1131.90058OpenAlexW2039132125MaRDI QIDQ5470239

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

semidefinite programmingsequential quadratic programmingnonlinear programmingsecond order cone

Mathematics Subject Classification ID

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

Related Items (6)

Sufficient optimality conditions hold for almost all nonlinear semidefinite programs ⋮ Nonlinear robust optimization via sequential convex bilevel programming ⋮ A self-concordance property for nonconvex semidefinite programming ⋮ The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming ⋮ Elementary Optimality Conditions for Nonlinear SDPs ⋮ Unnamed Item

Uses Software

• SeDuMi
• SDPT3

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