Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization

DOI10.1137/22m1529762arXiv2210.08387OpenAlexW4390540407MaRDI QIDQ6136653

Unnamed Author, Vyacheslav Kungurtsev, André Uschmajew, Jakub Mareček, Mareike Dressler

Publication date: 17 January 2024

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

Full work available at URL: https://arxiv.org/abs/2210.08387

zbMATH Keywords

parametric optimization semidefinite programming nonlinear programming Newton type methods time-varying constrained optimization

Mathematics Subject Classification ID

Semidefinite programming (90C22) Nonlinear programming (90C30) Newton-type methods (49M15) Sensitivity, stability, parametric optimization (90C31)

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