An Exact Penalty Method for Nonconvex Problems Covering, in Particular, Nonlinear Programming, Semidefinite Programming, and Second-Order Cone Programming

DOI10.1137/130912190zbMath1327.90298OpenAlexW1239730545MaRDI QIDQ2945128

Alfred Auslender

Publication date: 9 September 2015

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/130912190

zbMATH Keywords

global convergencesemidefinite programmingsequential quadratic programmingnonlinear programmingsecond-order cone programmingconic programmingsequential quadratically constrained quadratic programming

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Existence theories for optimal control problems involving partial differential equations (49J20)

Related Items (4)

DC semidefinite programming and cone constrained DC optimization. I: Theory ⋮ A logarithmic barrier interior-point method based on majorant functions for second-order cone programming ⋮ Coderivatives and the Solution Map of a Linear Constraint System ⋮ Nonconvex Lagrangian-Based Optimization: Monitoring Schemes and Global Convergence

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