Name
Title | ||
|---|---|---|
Quadratic Convergence of a Nonsmooth Newton-Type Method for Semidefinite Programs Without Strict Complementarity |
Abstract | ||
|---|---|---|
We consider a Newton-type method for the solution of semidefinite programs. This Newton-type method is based on a semismooth reformulation of the semidefinite program as a nonsmooth system of equations. We establish local quadratic convergence of this method under a linear independence assumption and a weak nondegeneracy condition that implies uniqueness of the optimal solution but does not imply strict complementarity. |
Year | DOI | Venue |
|---|---|---|
2005 | 10.1137/S1052623403431147 | SIAM Journal on Optimization |
Keywords | Field | DocType |
semidefinite programs,local quadratic convergence,nonsmooth system,weak nondegeneracy condition,quadratic convergence,strict complementarity,nonsmooth newton-type method,semidefinite program,optimal solution,linear independence assumption,newton-type method,semismooth reformulation,newton s method | Complementarity (molecular biology),Uniqueness,Discrete mathematics,Mathematical optimization,Linear independence,Quadratically constrained quadratic program,System of linear equations,Rate of convergence,Semidefinite programming,Mathematics,Newton's method | Journal |
Volume | Issue | ISSN |
15 | 3 | 1052-6234 |
Citations | PageRank | References |
4 | 0.50 | 10 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Christian Kanzow | 1 | 1532 | 123.19 |
| Christian Nagel | 2 | 55 | 4.43 |