Lower-order penalization approach to nonlinear semidefinite programming

DOI10.1007/s10957-006-9055-2zbMath1156.90010OpenAlexW2001122878MaRDI QIDQ995945

Xiao Qi Yang, Kok Lay Teo, Xue Xiang Huang

Publication date: 10 September 2007

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

Full work available at URL: https://doi.org/10.1007/s10957-006-9055-2

zbMATH Keywords

optimality conditionsEkeland variational principleSemidefinite programminglower-order penalty methods

Mathematics Subject Classification ID

Semidefinite programming (90C22) Variational inequalities (49J40)

Related Items (10)

Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming ⋮ Convergence of a class of penalty methods for constrained scalar set-valued optimization ⋮ On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming ⋮ An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming ⋮ Guidance trajectories for spacecraft rendezvous ⋮ Calmness and exact penalization in constrained scalar set-valued optimization ⋮ A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming ⋮ A primal-dual interior point trust-region method for nonlinear semidefinite programming ⋮ Unnamed Item ⋮ A novel approach for solving semidefinite programs

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