Lower-order penalization approach to nonlinear semidefinite programming
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Publication:995945
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
optimality conditionsEkeland variational principleSemidefinite programminglower-order penalty methods
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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