On the use of Jordan Algebras for improving global convergence of an Augmented Lagrangian method in nonlinear semidefinite programming.
Roberto AndreaniEllen Hidemi FukudaGabriel HaeserDaiana O. SantosLeonardo D. SecchinPublished in: Comput. Optim. Appl. (2021)
Keyphrases
- particle swarm optimization
- global convergence
- semidefinite programming
- convergence speed
- augmented lagrangian method
- particle swarm
- hybrid algorithm
- linear programming
- convergence rate
- particle swarm optimization algorithm
- primal dual
- global optimum
- interior point methods
- kernel matrix
- optimization methods
- step size
- constrained optimization problems
- maximum margin
- augmented lagrangian
- high order
- linear programming problems
- simulated annealing