A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs

Y Yamakawa, T Okuno - Computational Optimization and Applications, 2022 - Springer
In this paper, we propose a new sequential quadratic semidefinite programming (SQSDP)
method for solving degenerate nonlinear semidefinite programs (NSDPs), in which we …

Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property

MV Dolgopolik - Journal of Global Optimization, 2018 - Springer
In this article we present a general theory of augmented Lagrangian functions for cone
constrained optimization problems that allows one to study almost all known augmented …

A unified approach to the global exactness of penalty and augmented Lagrangian functions II: extended exactness

MV Dolgopolik - Journal of Optimization Theory and Applications, 2018 - Springer
In the second part of our study, we introduce the concept of global extended exactness of
penalty and augmented Lagrangian functions, and derive the localization principle in the …

Existence of generalized augmented Lagrange multipliers for constrained optimization problems

Y Wang, J Zhou, J Tang - Mathematical and Computational Applications, 2020 - mdpi.com
The augmented Lagrange multiplier as an important concept in duality theory for
optimization problems is extended in this paper to generalized augmented Lagrange …

Exact augmented Lagrangians for constrained optimization problems in Hilbert spaces I: theory

MV Dolgopolik - Optimization, 2024 - Taylor & Francis
In this two-part study, we develop a general theory of the so-called exact augmented
Lagrangians for constrained optimization problems in Hilbert spaces. In contrast to …

Local convergence of primal-dual interior point methods for nonlinear semidefinite optimization using the Monteiro-Tsuchiya family of search directions

T Okuno - arXiv preprint arXiv:2009.03020, 2020 - arxiv.org
The recent advance of algorithms for nonlinear semi-definite optimization problems, called
NSDPs, is remarkable. Yamashita et al. first proposed a primal-dual interior point method …

Analysis of the primal-dual central path for nonlinear semidefinite optimization without the nondegeneracy condition

T Okuno - arXiv preprint arXiv:2210.00838, 2022 - arxiv.org
We study properties of the central path underlying a nonlinear semidefinite optimization
problem, called NSDP for short. The latest radical work on this topic was contributed by …

A revised sequential quadratic semidefinite programming method for nonlinear semidefinite optimization

K Okabe, Y Yamakawa, EH Fukuda - arXiv preprint arXiv:2204.00369, 2022 - arxiv.org
In 2020, Yamakawa and Okuno proposed a stabilized sequential quadratic semidefinite
programming (SQSDP) method for solving, in particular, degenerate nonlinear semidefinite …

[PDF][PDF] Interior-point methods for second-order stationary points of nonlinear semidefinite optimization problems using negative curvature

S Arahata, T Okuno, A Takeda - arXiv preprint arXiv:2103.14320, 2021 - researchgate.net
We propose a primal-dual interior-point method (IPM) with convergence to second-order
stationary points (SOSPs) of nonlinear semidefinite optimization problems, abbreviated as …

[PDF][PDF] On the existence of saddle points for l1-Minimization problems

Y Lian, J Zhou, J Tang, X Liu - IAENG International Journal of Applied …, 2021 - iaeng.org
The sparse optimization problem has a wide range of applications in image processing,
compressed sensing, and machine learning, etc. It is well known that l1-minimization …