Optimality conditions for nonlinear semidefinite programming via squared slack variables.
Bruno F. LourençoEllen H. FukudaMasao FukushimaPublished in: Math. Program. (2018)
Keyphrases
- semidefinite programming
- optimality conditions
- nonlinear programming
- linear programming
- interior point methods
- kernel matrix
- semidefinite
- primal dual
- maximum margin
- least squares
- variable selection
- euclidean distance
- loss function
- kernel methods
- bayesian networks
- linear program
- linear constraints
- model selection
- linear programming problems
- objective function