Penalty and barrier methods for convex semidefinite programming
From MaRDI portal
Publication:883081
DOI10.1007/s00186-005-0054-0zbMath1137.90639OpenAlexW2079857468MaRDI QIDQ883081
Héctor Ramírez C., Alfred Auslender
Publication date: 31 May 2007
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-005-0054-0
Semidefinite programmingConvex analysisAsymptotic functionsPenalty and barrier methodsRecession functions
Related Items
Unnamed Item ⋮ First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition ⋮ Weak notions of nondegeneracy in nonlinear semidefinite programming ⋮ Some useful inequalities via trace function method in Euclidean Jordan algebras ⋮ On the convergence of the entropy-exponential penalty trajectories and generalized proximal point methods in semidefinite optimization ⋮ A novel approach for solving semidefinite programs
Cites Work
- Unnamed Item
- Unnamed Item
- Modified barrier functions (theory and methods)
- Stable exponential-penalty algorithm with superlinear convergence
- A nonlinear programming algorithm based on non-coercive penalty functions
- A class of smoothing functions for nonlinear and mixed complementarity problems
- Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming
- Penalty/Barrier Multiplier Methods for Convex Programming Problems
- Convex Analysis of Spectrally Defined Matrix Functions
- THE CENTRAL PATH IN SMOOTH CONVEX SEMIDEFINITE PROGRAMS
- Variational inequalities over the cone of semidefinite positive symmetric matrices and over the Lorentz cone
- Convex Analysis on the Hermitian Matrices
- Semidefinite Programming
- Penalty and Barrier Methods: A Unified Framework
- Convex Analysis
- On a class of hypoelliptic differential operators