Optimality conditions and global convergence for nonlinear semidefinite programming.
Roberto AndreaniGabriel HaeserDaiana S. VianaPublished in: Math. Program. (2020)
Keyphrases
- semidefinite programming
- optimality conditions
- nonlinear programming
- convergence analysis
- global convergence
- linear programming
- convergence rate
- primal dual
- convergence speed
- global optimum
- newton method
- interior point methods
- optimization methods
- constrained optimization problems
- semidefinite
- kernel matrix
- maximum margin
- variational inequalities
- differential evolution
- linear program
- lower bound