12 search results - page 1 / 3 » A Newton-CG Augmented Lagrangian Method for Semidefinite Pro... |
SIAMJO
2010
12 years 11 months ago
2010
Abstract. We consider a Newton-CG augmented Lagrangian method for solving semidefinite programming (SDP) problems from the perspective of approximate semismooth Newton methods. In ...
MP
2008
13 years 4 months ago
2008
We analyze the rate of local convergence of the augmented Lagrangian method for nonlinear semidefinite optimization. The presence of the positive semidefinite cone constraint requ...
SIAMJO
2002
13 years 4 months ago
2002
This paper proposes a new predictor-corrector interior-point method for a class of semidefinite programs, which numerically traces the central trajectory in a space of Lagrange mul...
SIAMSC
2008
13 years 4 months ago
2008
We present a two-phase algorithm for solving large-scale quadratic programs (QPs). In the first phase, gradient-projection iterations approximately minimize an augmented Lagrangian...
SIAMJO
2002
13 years 4 months ago
2002
Abstract. Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective...