A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithm

zbMath1254.90153MaRDI QIDQ441797

Florian Jarre, Rodrigo Garcés, Walter Gómez Bofill

Publication date: 8 August 2012

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

Full work available at URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022012000100011&lng=en&nrm=iso&tlng=en

zbMATH Keywords

sensitivityconvergencesemidefinite programmingsequential quadratic programmingquadratic semidefinite programmingsecond order sufficient condition

Mathematics Subject Classification ID

Semidefinite programming (90C22) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Methods of successive quadratic programming type (90C55)

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