Quadratic Convergence of a Nonsmooth Newton-Type Method for Semidefinite Programs Without Strict Complementarity

DOI10.1137/S1052623403431147zbMath1114.90084OpenAlexW2063681162MaRDI QIDQ5317517

Christian Kanzow, Christian Nagel

Publication date: 16 September 2005

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

Full work available at URL: https://doi.org/10.1137/s1052623403431147

zbMATH Keywords

Newton's methodstrict complementarityquadratic convergencesemidefinite programsnondegeneracy

Mathematics Subject Classification ID

Semidefinite programming (90C22) Optimality conditions and duality in mathematical programming (90C46)

Related Items (5)

A feasible primal-dual interior point method for linear semidefinite programming ⋮ Quadratic convergence of a smoothing Newton method for symmetric cone programming without strict complementarity ⋮ Equivalence of two nondegeneracy conditions for semidefinite programs ⋮ Quadratic convergence to the optimal solution of second-order conic optimization without strict complementarity ⋮ Complementarity Problems Over Symmetric Cones: A Survey of Recent Developments in Several Aspects

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