Search Results - subject:"Nonlinear semidefinite programming"

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

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

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

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