Sequential constant rank constraint qualifications for nonlinear semidefinite programming with algorithmic applications
We present new constraint qualification conditions for nonlinear semidefinite programming
that extend some of the constant rank-type conditions from nonlinear programming. As an …
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 …
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 …
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
Focusing on smooth constrained optimization problems, and inspired by the complementary
approximate Karush–Kuhn–Tucker (CAKKT) conditions, this work introduces the weighted …
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
Second-order necessary optimality conditions for nonlinear conic programming problems
that depend on a single Lagrange multiplier are usually built under nondegeneracy and …
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 …
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 …
programming (SQSDP) method for solving, in particular, degenerate nonlinear semidefinite …
Optimality conditions for nonlinear second-order cone programming and symmetric cone programming
Nonlinear symmetric cone programming (NSCP) generalizes important optimization
problems such as nonlinear programming, nonlinear semi-definite programming and …
problems such as nonlinear programming, nonlinear semi-definite programming and …
[PDF][PDF] Strong global convergence properties of algorithms for nonlinear symmetric cone programming
Sequential optimality conditions have played a major role in proving strong global
convergence properties of numerical algorithms for many classes of optimization problems …
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 …
a commutative algebra. First, we explore and develop the algebraic structure of the infinity …