A TWO-STEP PRIMAL-DUAL INTERIOR POINT METHOD FOR NONLINEAR SEMIDEFINITE PROGRAMMING PROBLEMS AND ITS SUPERLINEAR CONVERGENCE

DOI10.15807/JORSJ.57.105zbMath1344.90048OpenAlexW2115542151MaRDI QIDQ5250529

Yuya Yamakawa, Nobuo Yamashita

Publication date: 21 May 2015

Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15807/jorsj.57.105

zbMATH Keywords

optimizationNewton methodsuperlinear convergenceprimal-dual interior point methodbarrier KKT conditionsgeneralized shifted barrier KKT conditionsnonlinear semidefinite programming problemshifted barrier KKT conditions

Mathematics Subject Classification ID

Semidefinite programming (90C22) Interior-point methods (90C51)

Related Items (4)

Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming ⋮ 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 ⋮ A primal-dual interior point trust-region method for nonlinear semidefinite programming

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