A note on convergence analysis of an SQP-type method for nonlinear semidefinite programming

DOI10.1155/2008/218345zbMath1279.90130OpenAlexW2046682876WikidataQ59214311 ScholiaQ59214311MaRDI QIDQ938410

Yun Wang, Shao-Wu Zhang, Li-wei Zhang

Publication date: 19 August 2008

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2008/218345

Mathematics Subject Classification ID

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

Related Items

An SQP-type Method with Superlinear Convergence for Nonlinear Semidefinite Programming ⋮ Jacobian nonsingularity in nonlinear symmetric conic programming problems and its application ⋮ On the superlinear local convergence of a penalty-free method for nonlinear semidefinite programming ⋮ A superlinearly convergent SSDP algorithm for nonlinear semidefinite programming ⋮ Unnamed Item

Uses Software

• PENNON
• PLCP

Cites Work

• Unnamed Item
• The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
• A nonsmooth version of Newton's method
• Semismooth and Semiconvex Functions in Constrained Optimization
• PENNON: A code for convex nonlinear and semidefinite programming
• Robust Control via Sequential Semidefinite Programming
• A Global Algorithm for Nonlinear Semidefinite Programming
• Solving nonconvex SDP problems of structural optimization with stability control
• The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications
• Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
• Semismooth Matrix-Valued Functions
• Numerical optimization. Theoretical and practical aspects. Transl. from the French