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

被引：5
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
收藏
页码：205 / 218
页数：13
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