On the sensitivity of the optimal partition for parametric second-order conic optimization
From MaRDI portal
Publication:2230950
DOI10.1007/s10107-021-01690-7zbMath1478.90128arXiv1910.03684OpenAlexW3195111637MaRDI QIDQ2230950
Ali Mohammad Nezhad, Tamás Terlaky
Publication date: 29 September 2021
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.03684
Semidefinite programming (90C22) Sensitivity, stability, parametric optimization (90C31) Interior-point methods (90C51)
Related Items
Special issue: Continuous optimization and stability analysis, On Computing the Nonlinearity Interval in Parametric Semidefinite Optimization
Uses Software
Cites Work
- Unifying optimal partition approach to sensitivity analysis in conic optimization
- Introduction to sensitivity and stability analysis in nonlinear programming
- Bi-parametric optimal partition invariancy sensitivity analysis in linear optimization
- A geometric view of parametric linear programming
- On parametric semidefinite programming
- The use of the optimal partition in a linear programming solution for postoptimal analysis
- First and second order analysis of nonlinear semidefinite programs
- Second-order cone programming
- On implementing a primal-dual interior-point method for conic quadratic optimization
- A note on treating a second order cone program as a special case of a semidefinite program
- Basis- and partition identification for quadratic programming and linear complementarity problems
- Perturbation analysis of singular semidefinite programs and its applications to control problems
- Second-order variational analysis in second-order cone programming
- Perturbation analysis of second-order cone programming problems
- Graph Implementations for Nonsmooth Convex Programs
- Linear Inequalities and Related Systems. (AM-38)
- Semidefinite optimization
- Generalized equations and their solutions, part II: Applications to nonlinear programming
- Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
- Sensitivity analysis for nonlinear programming using penalty methods
- Variational Analysis
- On the Identification of the Optimal Partition of Second Order Cone Optimization Problems
- Quadratic convergence to the optimal solution of second-order conic optimization without strict complementarity
- Parametric analysis of semidefinite optimization
- Full Stability of Locally Optimal Solutions in Second-Order Cone Programs
- Implicit Functions and Solution Mappings
- Point-to-Set Maps in Mathematical Programming
- Interior Point Methods for Linear Optimization
- Preprocessing and Regularization for Degenerate Semidefinite Programs
- On the identification of the optimal partition for semidefinite optimization
- Algorithms in real algebraic geometry
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item