A self-concordance property for nonconvex semidefinite programming

The paper considers nonconvex quadratic semidefinite problems. This class arises, for instance, as subproblems in the sequential semidefinite programming algorithm for solving general smooth nonlinear semidefinite problems. We extend locally the concept of self-concordance to problems that satisfy a weak version of the second order sufficient optimality conditions. Copyright Springer-Verlag 2011

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Year of publication:	2011
Authors:	Garcés, Rodrigo ; Gómez, Walter ; Jarre, Florian
Published in:	Mathematical Methods of Operations Research. - Springer. - Vol. 74.2011, 1, p. 77-92
Publisher:	Springer
Subject:	Semidefinite programming \| Second order sufficient condition \| Sequential quadratic programming \| Self-concordance \| Sensitivity \| Convergence

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010999689