An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs

DOI10.1016/j.cam.2020.112784zbMath1436.90143arXiv1809.08838OpenAlexW3006676899MaRDI QIDQ1987416

Masao Fukushima, Takayuki Okuno

Publication date: 15 April 2020

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.08838

zbMATH Keywords

sequential quadratic programming methodinterior point methodsemi-infinite programexchange methodlog-determinant

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20) Interior-point methods (90C51) Semi-infinite programming (90C34)

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Uses Software

• NSIPS

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