A SURVEY OF NUMERICAL METHODS FOR NONLINEAR SEMIDEFINITE PROGRAMMING

From MaRDI portal
Publication:5500265

DOI10.15807/jorsj.58.24zbMath1367.65092OpenAlexW1431135779MaRDI QIDQ5500265

Hiroshi Yabe, Hiroshi Yamashita

Publication date: 5 August 2015

Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15807/jorsj.58.24




Related Items (24)

A penalty method for rank minimization problems in symmetric matricesExact augmented Lagrangian functions for nonlinear semidefinite programmingConvergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programmingDC semidefinite programming and cone constrained DC optimization. I: TheoryOptimality conditions for nonlinear semidefinite programming via squared slack variablesPrimal-dual path following method for nonlinear semi-infinite programs with semi-definite constraintsA stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programsOn the weak second-order optimality condition for nonlinear semidefinite and second-order cone programmingConic optimization: a survey with special focus on copositive optimization and binary quadratic problemsWeak notions of nondegeneracy in nonlinear semidefinite programmingA primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programmingA revised sequential quadratic semidefinite programming method for nonlinear semidefinite optimizationTwo relaxation methods for rank minimization problemsAn Approximation Scheme for Distributionally Robust Nonlinear OptimizationAn interior point sequential quadratic programming-type method for log-determinant semi-infinite programsAugmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty propertyOn the Burer-Monteiro method for general semidefinite programsOptimality conditions and global convergence for nonlinear semidefinite programmingAn augmented Lagrangian algorithm for nonlinear semidefinite programming applied to the covering problemStructural reliability under uncertainty in moments: distributionally-robust reliability-based design optimizationConstruction of a class of sharp Löwner majorants for a set of symmetric matricesA primal-dual interior point trust-region method for nonlinear semidefinite programmingOn Optimality Conditions for Nonlinear Conic ProgrammingEnhance capability of separable ball criterion for the bipartite quantum states




This page was built for publication: A SURVEY OF NUMERICAL METHODS FOR NONLINEAR SEMIDEFINITE PROGRAMMING