An equivalent nonlinear optimization model with triangular low-rank factorization for semidefinite programs

DOI10.1080/10556788.2023.2222434arXiv2103.15411OpenAlexW4383736860MaRDI QIDQ6087061

Nobuo Yamashita, Ellen H. Fukuda, Unnamed Author, Yuya Yamakawa

Publication date: 11 December 2023

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.15411

zbMATH Keywords

sequential quadratic programming methodnonlinear optimization problemssemidefinite optimization problemstriangular low-rank factorization

Mathematics Subject Classification ID

Semidefinite programming (90C22) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

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