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A Sensitivity Analysis and a Convergence Result for a Sequential Semidefinite Programming Method (2003)  (Make Corrections)  (1 citation)
Roland W. Freund



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Abstract: We consider the solution of nonlinear programs with nonlinear semidefiniteness constraints. The need for an efficient exploitation of the cone of positive semidefinite matrices makes the solution of such nonlinear semidefinite programs more complicated than the solution of standard nonlinear programs. In particular, a suitable symmetrization procedure needs to be chosen. The choice of the symmetrization procedure can be shifted in a very natural way to certain linear semidefinite subproblems,... (Update)

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BibTeX entry:   (Update)

R.W. FREUND and F. JARRE. A sensitivity analysis and a convergence result for a sequential semidefinite programming method. Technical report, Universitaet Wurzburg, Wurzburg, Germany, 2003. http://citeseer.ist.psu.edu/article/freund03sensitivity.html   More

@misc{ freund03sensitivity,
  author = "R. FREUND and F. JARRE",
  title = "A sensitivity analysis and a convergence result for a sequential semidefinite
    programming method",
  text = "R.W. FREUND and F. JARRE. A sensitivity analysis and a convergence result
    for a sequential semidefinite programming method. Technical report, Universitaet
    Wurzburg, Wurzburg, Germany, 2003.",
  year = "2003",
  url = "citeseer.ist.psu.edu/article/freund03sensitivity.html" }
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