Nonlinear semidefinite programming: sensitivity, convergence, and an application in passive reduced-order modeling

From MaRDI portal
Publication:868464

DOI10.1007/s10107-006-0028-xzbMath1147.90030arXivmath/0503135OpenAlexW2092473536MaRDI QIDQ868464

Christoph H. Vogelbusch, Florian Jarre, Roland W. Freund

Publication date: 5 March 2007

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

Full work available at URL: https://arxiv.org/abs/math/0503135



Related Items

A globally convergent QP-free algorithm for nonlinear semidefinite programming, A line search SQP-type method with bi-object strategy for nonlinear semidefinite programming, Sufficient optimality conditions hold for almost all nonlinear semidefinite programs, A note on computing the smallest conic singular value, Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming, Multihazard design: Structural optimization approach, Energy-regenerative model predictive control, An SQP-type Method with Superlinear Convergence for Nonlinear Semidefinite Programming, A homotopy method for nonlinear semidefinite programming, Stability preservation in projection-based model order reduction of large scale systems, Primal-dual path following method for nonlinear semi-infinite programs with semi-definite constraints, A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs, Complexity analysis of interior-point methods for second-order stationary points of nonlinear semidefinite optimization problems, Bilinear matrix inequality‐based nonquadratic controller design for polytopic‐linear parameter varying systems, On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming, An equivalency condition of nonsingularity in nonlinear semidefinite programming, An implicitly-restarted Krylov subspace method for real symmetric/skew-symmetric eigenproblems, Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming, Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization, A self-concordance property for nonconvex semidefinite programming, An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming, A filter method for nonlinear semidefinite programming with global convergence, A homotopy method based on penalty function for nonlinear semidefinite programming, An approximation technique for robust nonlinear optimization, 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, A sensitivity result for quadratic second-order cone programming and its application., Elementary Optimality Conditions for Nonlinear SDPs, On the superlinear local convergence of a penalty-free method for nonlinear semidefinite programming, On the use of Jordan algebras for improving global convergence of an augmented Lagrangian method in nonlinear semidefinite programming, Optimality conditions and global convergence for nonlinear semidefinite programming, Sequential parametric convex approximation algorithm for bilinear matrix inequality problem, Environmental game modeling with uncertainties, A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming, A primal-dual interior point trust-region method for nonlinear semidefinite programming, Unnamed Item


Uses Software


Cites Work