A primal-dual interior point method for nonlinear semidefinite programming

DOI10.1007/S10107-011-0449-ZzbMATH Open1273.90150OpenAlexW2153271882MaRDI QIDQ715092FDOQ715092

Authors: Hiroshi Yamashita, Hiroshi Yabe, Kouhei Harada 

Publication date: 15 October 2012

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-011-0449-z

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zbMATH Keywords

global convergenceprimal-dual merit functionnonlinear semidefinite programmingprimal-dual interior point methodbarrier penalty function

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Interior-point methods (90C51) Semidefinite programming (90C22)

Cites Work

• PENNON: A code for convex nonlinear and semidefinite programming
• SDPLIB 1.2, a library of semidefinite programming test problems
• Title not available (Why is that?)
• A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
• Semidefinite Programming
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• Estimation of failure probability using semi-definite logit model
• A globally convergent primal-dual interior point method for constrained optimization
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Cited In (50)

• Local convergence of primal-dual interior point methods for nonlinear semidefinite optimization using the Monteiro-Tsuchiya family of search directions
• A novel approach for solving semidefinite programs
• An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs
• Title not available (Why is that?)
• Sequential constant rank constraint qualifications for nonlinear semidefinite programming with algorithmic applications
• Primal-dual interior-point algorithm for convex quadratic semi-definite optimization
• An alternating direction method for solving convex nonlinear semidefinite programming problems
• Exact augmented Lagrangian functions for nonlinear semidefinite programming
• Self-concordant inclusions: a unified framework for path-following generalized Newton-type algorithms
• A line search SQP-type method with bi-object strategy for nonlinear semidefinite programming
• Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming
• Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
• A Primal-Dual Exterior Point Method for Nonlinear Optimization
• Title not available (Why is that?)
• Distributionally robust expected residual minimization for stochastic variational inequality problems
• Primal-dual Newton method with steepest descent for the linear semidefinite programming problem: iterative process
• Complexity analysis of interior-point methods for second-order stationary points of nonlinear semidefinite optimization problems
• An SQP-type Method with Superlinear Convergence for Nonlinear Semidefinite Programming
• A new QP-free algorithm without a penalty function or a filter for nonlinear semidefinite programming
• Primal-dual path following method for nonlinear semi-infinite programs with semi-definite constraints
• On filter-successive linearization methods for nonlinear semidefinite programming
• Title not available (Why is that?)
• A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming
• Optimality conditions and global convergence for nonlinear semidefinite programming
• A globally convergent QP-free algorithm for nonlinear semidefinite programming
• A stochastic approximation method for convex programming with many semidefinite constraints
• Improving a primal–dual simplex-type algorithm using interior point methods
• An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming
• On the use of Jordan algebras for improving global convergence of an augmented Lagrangian method in nonlinear semidefinite programming
• Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming
• Title not available (Why is that?)
• A line search exact penalty method for nonlinear semidefinite programming
• A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs
• A revised sequential quadratic semidefinite programming method for nonlinear semidefinite optimization
• On the superlinear local convergence of a penalty-free method for nonlinear semidefinite programming
• A superlinearly convergent SSDP algorithm for nonlinear semidefinite programming
• Title not available (Why is that?)
• On saddle points in semidefinite optimization via separation scheme
• A primal-dual interior point trust-region method for nonlinear semidefinite programming
• A homotopy method based on penalty function for nonlinear semidefinite programming
• A class of polynomial primal-dual interior-point algorithms for semidefinite optimization
• A homotopy method for nonlinear semidefinite programming
• An interior method for nonconvex semidefinite programs
• Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming
• A primal–dual interior point algorithm with an exact and differentiable merit function for nonlinear programming
• A projected gradient method for optimization over density matrices
• S<i>l</i>₁QP Based Algorithm with Trust Region Technique for Solving Nonlinear Second-Order Cone Programming Problems
• Title not available (Why is that?)
• Lagrangian Dual Interior-Point Methods for Semidefinite Programs
• A primal-dual interior point method for large-scale free material optimization

Uses Software

• SDPLIB
• PENNON

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