Optimality conditions and global convergence for nonlinear semidefinite programming
From MaRDI portal
Publication:2297647
DOI10.1007/s10107-018-1354-5zbMath1434.90121OpenAlexW2905097288WikidataQ122111954 ScholiaQ122111954MaRDI QIDQ2297647
Gabriel Haeser, Daiana S. Viana, Roberto Andreani
Publication date: 20 February 2020
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-018-1354-5
optimality conditionsconstraint qualificationsnonlinear semidefinite programmingpractical algorithms
Semidefinite programming (90C22) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)
Related Items
Asymptotic regularity for Lipschitzian nonlinear optimization problems with applications to complementarity constrained and bilevel programming ⋮ A line search SQP-type method with bi-object strategy for nonlinear semidefinite programming ⋮ On the best achievable quality of limit points of augmented Lagrangian schemes ⋮ Optimality conditions, approximate stationarity, and applications – a story beyond lipschitzness ⋮ An augmented Lagrangian method for optimization problems with structured geometric 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 ⋮ On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming ⋮ Conic optimization: a survey with special focus on copositive optimization and binary quadratic problems ⋮ Weak notions of nondegeneracy in nonlinear semidefinite programming ⋮ A Stabilized Sequential Quadratic Programming Method for Optimization Problems in Function Spaces ⋮ A revised sequential quadratic semidefinite programming method for nonlinear semidefinite optimization ⋮ Optimality conditions for nonlinear second-order cone programming and symmetric cone programming ⋮ Sequential constant rank constraint qualifications for nonlinear semidefinite programming with algorithmic applications ⋮ On the use of Jordan algebras for improving global convergence of an augmented Lagrangian method in nonlinear semidefinite programming ⋮ An augmented Lagrangian method for cardinality-constrained optimization problems ⋮ An augmented Lagrangian algorithm for nonlinear semidefinite programming applied to the covering problem ⋮ On Optimality Conditions for Nonlinear Conic Programming ⋮ Sequential optimality conditions for nonlinear optimization on Riemannian manifolds and a globally convergent augmented Lagrangian method ⋮ Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Newton's method may fail to recognize proximity to optimal points in constrained optimization
- A filter method for nonlinear semidefinite programming with global convergence
- On approximate KKT condition and its extension to continuous variational inequalities
- Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points
- A relaxed constant positive linear dependence constraint qualification and applications
- A primal-dual interior point method for nonlinear semidefinite programming
- Approximate Karush-Kuhn-Tucker condition in multiobjective optimization
- Nonlinear semidefinite programming: sensitivity, convergence, and an application in passive reduced-order modeling
- On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
- Properties of the augmented Lagrangian in nonlinear semidefinite optimization
- Sequential semidefinite program for maximum robustness design of structures under load uncertainty
- The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
- First and second order analysis of nonlinear semidefinite programs
- A practical optimality condition without constraint qualifications for nonlinear programming
- Optimality conditions for nonconvex semidefinite programming
- A second-order optimality condition with first- and second-order complementarity associated with global convergence of algorithms
- On the minimization of possibly discontinuous functions by means of pointwise approximations
- A note on approximate Karush-Kuhn-Tucker conditions in locally Lipschitz multiobjective optimization
- Convergence detection for optimization algorithms: approximate-KKT stopping criterion when Lagrange multipliers are not available
- On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
- Inexact-restoration algorithm for constrained optimization
- Estimation of failure probability using semi-definite logit model
- Approximate KKT points and a proximity measure for termination
- Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming
- Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
- Approximate augmented Lagrangian functions and nonlinear semidefinite programs
- Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
- Evaluation Complexity for Nonlinear Constrained Optimization Using Unscaled KKT Conditions and High-Order Models
- Elementary Optimality Conditions for Nonlinear SDPs
- A New Sequential Optimality Condition for Constrained Optimization and Algorithmic Consequences
- On relaxed constant rank regularity condition in mathematical programming
- An augmented Lagrangian method for a class of LMI-constrained problems in robust control theory
- Directional derivative of the marginal function in nonlinear programming
- Semidefinite optimization
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
- A Cone-Continuity Constraint Qualification and Algorithmic Consequences
- On Augmented Lagrangian Methods with General Lower-Level Constraints
- An inequality for the trace of the product of two symmetric matrices
- Determinant Maximization with Linear Matrix Inequality Constraints
- PENNON: A code for convex nonlinear and semidefinite programming
- On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
- Robust Control via Sequential Semidefinite Programming
- A Sequential Optimality Condition Related to the Quasi-normality Constraint Qualification and Its Algorithmic Consequences
- A Global Algorithm for Nonlinear Semidefinite Programming
- A second-order sequential optimality condition associated to the convergence of optimization algorithms
- Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints
- Convex Analysis on the Hermitian Matrices
- Semidefinite Programming
- Two New Weak Constraint Qualifications and Applications
- A Sequential Convex Semidefinite Programming Algorithm with an Application to Multiple-Load Free Material Optimization
- Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization
- The Łojasiewicz Inequality for Nonsmooth Subanalytic Functions with Applications to Subgradient Dynamical Systems
- Practical Augmented Lagrangian Methods for Constrained Optimization
- A SURVEY OF NUMERICAL METHODS FOR NONLINEAR SEMIDEFINITE PROGRAMMING
- Some Properties of the Augmented Lagrangian in Cone Constrained Optimization
- Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences
- On sequential optimality conditions for smooth constrained optimization
- A filter algorithm for nonlinear semidefinite programming
