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  • Search: subject:"Nonlinear semidefinite programming"
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Year of publication
Subject
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Nonlinear semidefinite programming 5 Augmented Lagrangian function 1 Barrier options 1 Decomposition method 1 Dekompositionsverfahren 1 Eigenvalue minimization 1 Global convergence 1 Homotopy method 1 Mathematical programming 1 Mathematics 1 Mathematik 1 Mathematische Optimierung 1 Modified primal-dual method 1 Nonlinear separation 1 Predictor-corrector algorithm 1 Robust optimization 1 Saddle point 1 Static hedging 1 Theorie 1 Theory 1 chordal decomposition 1 global convergence 1 interior point methods 1 mathematics 1 measure of constraint violation 1 penalty-free method 1 tables 1
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Undetermined 4 Free 1
Type of publication
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Article 4 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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Undetermined 4 English 1
Author
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Anjos, Miguel F. 1 Chen, Zhongwen 1 Leibfritz, F. 1 Luo, H. 1 Maruhn, J. 1 Miao, Shicai 1 Weldeyesus, Alemseged Gebrehiwot 1 Wu, H. 1 Yang, J. 1 Yang, Li 1 Yu, Bo 1
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Published in...
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Computational Optimization and Applications 2 Asia-Pacific Journal of Operational Research (APJOR) 1 Journal of Global Optimization 1 Les cahiers du GERAD 1
Source
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RePEc 4 ECONIS (ZBW) 1
Showing 1 - 5 of 5
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IPNSDP : a solver for nonlinear semidefinite programming with automatic differentiation and chordal decomposition
Weldeyesus, Alemseged Gebrehiwot; Anjos, Miguel F. - 2026
Persistent link: https://www.econbiz.de/10015613660
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A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming
Chen, Zhongwen; Miao, Shicai - In: Asia-Pacific Journal of Operational Research (APJOR) 32 (2015) 01, pp. 1540006-1
solve nonlinear semidefinite programming (NSDP). So the choice of the penalty parameter and the storage of filter set are …
Persistent link: https://www.econbiz.de/10011278985
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Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming
Wu, H.; Luo, H.; Yang, J. - In: Journal of Global Optimization 59 (2014) 4, pp. 695-727
This paper aims at showing that the class of augmented Lagrangian functions for nonlinear semidefinite programming …
Persistent link: https://www.econbiz.de/10010845818
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A homotopy method for nonlinear semidefinite programming
Yang, Li; Yu, Bo - In: Computational Optimization and Applications 56 (2013) 1, pp. 81-96
In this paper, for solving the nonlinear semidefinite programming problem, a homotopy is constructed by using the … for numerically tracing the smooth path. Numerical tests with nonlinear semidefinite programming formulations of several …
Persistent link: https://www.econbiz.de/10010998352
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A successive SDP-NSDP approach to a robust optimization problem in finance
Leibfritz, F.; Maruhn, J. - In: Computational Optimization and Applications 44 (2009) 3, pp. 443-466
Persistent link: https://www.econbiz.de/10008502547
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