Sequential constant rank constraint qualifications for nonlinear semidefinite programming with algorithmic applications

R Andreani, G Haeser, LM Mito, H Ramírez - Set-Valued and Variational …, 2023 - Springer
We present new constraint qualification conditions for nonlinear semidefinite programming
that extend some of the constant rank-type conditions from nonlinear programming. As an …

Hessian barrier algorithms for non-convex conic optimization

P Dvurechensky, M Staudigl - Mathematical Programming, 2024 - Springer
A key problem in mathematical imaging, signal processing and computational statistics is
the minimization of non-convex objective functions that may be non-differentiable at the …

Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming

H Yamashita - Optimization Methods and Software, 2022 - Taylor & Francis
In this paper, we propose a primal-dual interior point trust-region method for solving
nonlinear semidefinite programming problems, in which the iterates converge to a point that …

On the Fulfillment of the Complementary Approximate Karush–Kuhn–Tucker Conditions and Algorithmic Applications

RW Prado, SA Santos, LEA Simões - Journal of Optimization Theory and …, 2023 - Springer
Focusing on smooth constrained optimization problems, and inspired by the complementary
approximate Karush–Kuhn–Tucker (CAKKT) conditions, this work introduces the weighted …

On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming

EH Fukuda, G Haeser, LM Mito - Set-Valued and Variational Analysis, 2023 - Springer
Second-order necessary optimality conditions for nonlinear conic programming problems
that depend on a single Lagrange multiplier are usually built under nondegeneracy and …

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 …

Optimality conditions for nonlinear second-order cone programming and symmetric cone programming

R Andreani, EH Fukuda, G Haeser, DO Santos… - Journal of Optimization …, 2024 - Springer
Nonlinear symmetric cone programming (NSCP) generalizes important optimization
problems such as nonlinear programming, nonlinear semi-definite programming and …

[PDF][PDF] Strong global convergence properties of algorithms for nonlinear symmetric cone programming

R Andreani, G Haeser, A Ramos, DO Santos… - 2024 - researchgate.net
Sequential optimality conditions have played a major role in proving strong global
convergence properties of numerical algorithms for many classes of optimization problems …

Algebraic-based primal interior-point algorithms for stochastic infinity norm optimization

B Alzalg, K Tamsaouete - … in Combinatorics and …, 2023 - comb-opt.azaruniv.ac.ir
We study the two-stage stochastic infinity norm optimization problem with recourse based on
a commutative algebra. First, we explore and develop the algebraic structure of the infinity …