A self-concordance property for nonconvex semidefinite programming

Rodrigo Garcés (), Walter Gómez () and Florian Jarre ()

Mathematical Methods of Operations Research, 2011, vol. 74, issue 1, 77-92

Abstract: 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

Keywords: Semidefinite programming; Second order sufficient condition; Sequential quadratic programming; Self-concordance; Sensitivity; Convergence (search for similar items in EconPapers)
Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1007/s00186-011-0350-9 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:mathme:v:74:y:2011:i:1:p:77-92

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/00186

DOI: 10.1007/s00186-011-0350-9

Access Statistics for this article

Mathematical Methods of Operations Research is currently edited by Oliver Stein

More articles in Mathematical Methods of Operations Research from Springer, Gesellschaft für Operations Research (GOR), Nederlands Genootschap voor Besliskunde (NGB)
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().