A self-concordance property for nonconvex semidefinite programming

作者：Garces Rodrigo; Gomez Walter^*; Jarre Florian

来源：Mathematical Methods of Operations Research, 2011, 74(1): 77-92.

DOI：10.1007/s00186-011-0350-9

• Semidefinite programming
• Second order sufficient condition
• Sequential quadratic programming
• Self-concordance
• Sensitivity
• Convergence

The paper considers nonconvex quadratic semidefinite problems. This class arises, for instance, as subproblems in the sequential semidefinite programming algorithm for solving general smooth nonlinear semidefinite problems. We extend locally the concept of self-concordance to problems that satisfy a weak version of the second order sufficient optimality conditions.

• 出版日期2011-8