Successive linearization methods for nonlinear semidefinite programs
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Publication:812426
DOI10.1007/S10589-005-3231-4zbMATH Open1122.90058OpenAlexW2019176559MaRDI QIDQ812426FDOQ812426
Authors: Christian Kanzow, Christian Nagel, Hirokazu Kato, Masao Fukushima 
Publication date: 23 January 2006
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-005-3231-4
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Cited In (38)
- A novel approach for solving semidefinite programs
- A continuous trust-region-type method for solving nonlinear semidefinite complementarity problem
- Encoding inductive invariants as barrier certificates: synthesis via difference-of-convex programming
- An alternating direction method for solving convex nonlinear semidefinite programming problems
- A successive SDP-NSDP approach to a robust optimization problem in finance
- A smoothing Levenberg-Marquardt method for the extended linear complementarity problem
- Successive Chebyshev pseudospectral convex optimization method for nonlinear optimal control problems
- On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming
- Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming
- A new QP-free algorithm without a penalty function or a filter for nonlinear semidefinite programming
- On filter-successive linearization methods for nonlinear semidefinite programming
- An exact penalty method for nonconvex problems covering, in particular, nonlinear programming, semidefinite programming, and second-order cone programming
- A globally convergent QP-free algorithm for nonlinear semidefinite programming
- An iterative method using boundary distance for box-constrained nonlinear semidefinite programs
- An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming
- Nonlinear semidefinite programming: sensitivity, convergence, and an application in passive reduced-order modeling
- Sequential semidefinite program for maximum robustness design of structures under load uncertainty
- Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming
- On duality theory for non-convex 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
- Optimality conditions for nonsmooth semidefinite programming via convexificators
- A filter method for nonlinear semidefinite programming with global convergence
- Solving highly nonlinear convex separable programs using successive approximation
- A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming
- A primal-dual interior point trust-region method for nonlinear semidefinite programming
- A homotopy method based on penalty function for nonlinear semidefinite programming
- A homotopy method for nonlinear semidefinite programming
- A sequential convex program approach to an inverse linear semidefinite programming problem
- Title not available (Why is that?)
- Exploiting Lagrange duality for topology optimization with frictionless unilateral contact
- A primal-dual interior point method for nonlinear semidefinite programming
- An SQP-type algorithm for nonlinear second-order cone programs
- Local convergence of primal-dual interior point methods for nonlinear semidefinite optimization using the Monteiro-Tsuchiya family of search directions
- Successive linear programming for ratio goal problems
- An extended sequential quadratically constrained quadratic programming algorithm for nonlinear, semidefinite, and second-order cone programming
- Synthesizing invariant barrier certificates via difference-of-convex programming
- A filter-type method for solving nonlinear semidefinite programming
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