A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithm

被引：4

作者：

Garcés, Rodrigo ^{[1
]}

Gómez, Walter ^{[2
]}

Jarre, Florian ^{[3
]}

机构：

[1] EuroAmerica S.A., Las Condes, Santiago

[2] Department of Mathematical Engineering, Universidad de La Frontera, 01145, Temuco, Av. Francisco Salazar

[3] Institut für Mathematik, Universität Düsseldorf, D-40225 Düsseldorf

来源：

Computational and Applied Mathematics | 2012年 / 31卷 / 01期

关键词：

Convergence; Quadratic semidefinite programming; Second order sufficient condition; Semidefinite programming; Sensitivity; Sequential quadratic programming;

D O I：

10.1590/S1807-03022012000100011

中图分类号：

学科分类号：

摘要：

In this short note a sensitivity result for quadratic semidefinite programming is presented under a weak form of second order sufficient condition. Based on this result, also the local convergence of a sequential quadratic semidefinite programming algorithm extends to this weak second order sufficient condition. © 2012 SBMAC.

引用

页码：205 / 218

页数：13

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