An extended sequential quadratically constrained quadratic programming algorithm for nonlinear, semidefinite, and second-order cone programming

DOI10.1007/s10957-012-0145-zzbMath1290.90060OpenAlexW2051968500MaRDI QIDQ1949595

Alfred Auslender

Publication date: 8 May 2013

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-012-0145-z

zbMATH Keywords

nonlinear optimizationconic programming

Mathematics Subject Classification ID

Semidefinite programming (90C22) Methods of successive quadratic programming type (90C55)

Related Items (9)

Qualification Conditions in Semialgebraic Programming ⋮ A method combining norm-relaxed QCQP subproblems with active set identification for inequality constrained optimization ⋮ An Exact Penalty Method for Nonconvex Problems Covering, in Particular, Nonlinear Programming, Semidefinite Programming, and Second-Order Cone Programming ⋮ The multiproximal linearization method for convex composite problems ⋮ Retraction-based first-order feasible methods for difference-of-convex programs with smooth inequality and simple geometric constraints ⋮ The value function approach to convergence analysis in composite optimization ⋮ Majorization-Minimization Procedures and Convergence of SQP Methods for Semi-Algebraic and Tame Programs ⋮ Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity ⋮ Stochastic proximal linear method for structured non-convex problems

Uses Software

• SDPT3

Cites Work

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• A very simple SQCQP method for a class of smooth convex constrained minimization problems with nice convergence results
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• Lectures on Modern Convex Optimization
• Sequential Quadratic Programming Methods
• A Moving Balls Approximation Method for a Class of Smooth Constrained Minimization Problems
• A successive quadratic programming algorithm with global and superlinear convergence properties
• Variational Analysis
• A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization
• A Global Algorithm for Nonlinear Semidefinite Programming
• On the Sequential Quadratically Constrained Quadratic Programming Methods

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