An inexact SQP Newton method for convex SC^1 minimization problems
From MaRDI portal
Publication:711698
DOI10.1007/S10957-010-9654-9zbMATH Open1197.90314OpenAlexW2085166912MaRDI QIDQ711698FDOQ711698
Authors: D. Kharzeev
Publication date: 27 October 2010
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-010-9654-9
Recommendations
- A globally convergent Newton method for convex \(SC^ 1\) minimization problems
- Global and superlinear convergence of inexact sequential quadratically constrained quadratic programming method for convex programming
- On the performance of SQP methods for nonlinear optimization
- An Inexact SQP Method for Equality Constrained Optimization
- Inexact sequential quadratically constrained quadratic programming methods with nonmonotone line searches for convex programming
Convex programming (90C25) Methods of successive quadratic programming type (90C55) Methods of quasi-Newton type (90C53)
Cites Work
- Matrix Analysis
- Numerical Optimization
- Title not available (Why is that?)
- A Newton-CG augmented Lagrangian method for semidefinite programming
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
- Convex Analysis
- Title not available (Why is that?)
- A nonsmooth version of Newton's method
- Optimization and nonsmooth analysis
- Title not available (Why is that?)
- Semismooth and Semiconvex Functions in Constrained Optimization
- Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Solution of monotone complementarity problems with locally Lipschitzian functions
- A Dual Approach to Semidefinite Least-Squares Problems
- Partially finite convex programming. II: Explicit lattice models
- A Dual Optimization Approach to Inverse Quadratic Eigenvalue Problems with Partial Eigenstructure
- On the basic theorem of complementarity
- Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints
- Löwner's Operator and Spectral Functions in Euclidean Jordan Algebras
- Analysis of Nonsmooth Symmetric-Matrix-Valued Functions with Applications to Semidefinite Complementarity Problems
- Semismooth Matrix-Valued Functions
- Least-Squares Covariance Matrix Adjustment
- Regularization of \(P_{0}\)-functions in box variational inequality problems
- A globally convergent Newton method for convex \(SC^ 1\) minimization problems
- Convergence of the BFGS Method for $LC^1 $ Convex Constrained Optimization
- Positive semidefinite matrix completions on chordal graphs and constraint nondegeneracy in semidefinite programming
Cited In (4)
- Active-set Newton methods for mathematical programs with vanishing constraints
- A projected semismooth Newton method for problems of calibrating least squares covariance matrix
- A globally convergent Newton method for convex \(SC^ 1\) minimization problems
- Newton methods for nonsmooth convex minimization: connections among \(\mathcal U\)-Lagrangian, Riemannian Newton and SQP methods
This page was built for publication: An inexact SQP Newton method for convex SC\(^{1}\) minimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q711698)