A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithm
Autor(a) principal: | |
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Data de Publicação: | 2012 |
Outros Autores: | , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Computational & Applied Mathematics |
Texto Completo: | http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022012000100011 |
Resumo: | 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. Mathematical subject classification: 90C22, 90C30, 90C31, 90C55. |
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Computational & Applied Mathematics |
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A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithmsemidefinite programmingsecond order sufficient conditionsequential quadratic programmingquadratic semidefinite programmingsensitivityconvergenceIn 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. Mathematical subject classification: 90C22, 90C30, 90C31, 90C55.Sociedade Brasileira de Matemática Aplicada e Computacional2012-01-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022012000100011Computational & Applied Mathematics v.31 n.1 2012reponame:Computational & Applied Mathematicsinstname:Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)instacron:SBMAC10.1590/S1807-03022012000100011info:eu-repo/semantics/openAccessGarcés,RodrigoGómez,WalterJarre,Florianeng2012-04-26T00:00:00Zoai:scielo:S1807-03022012000100011Revistahttps://www.scielo.br/j/cam/ONGhttps://old.scielo.br/oai/scielo-oai.php||sbmac@sbmac.org.br1807-03022238-3603opendoar:2012-04-26T00:00Computational & Applied Mathematics - Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)false |
dc.title.none.fl_str_mv |
A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithm |
title |
A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithm |
spellingShingle |
A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithm Garcés,Rodrigo semidefinite programming second order sufficient condition sequential quadratic programming quadratic semidefinite programming sensitivity convergence |
title_short |
A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithm |
title_full |
A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithm |
title_fullStr |
A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithm |
title_full_unstemmed |
A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithm |
title_sort |
A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithm |
author |
Garcés,Rodrigo |
author_facet |
Garcés,Rodrigo Gómez,Walter Jarre,Florian |
author_role |
author |
author2 |
Gómez,Walter Jarre,Florian |
author2_role |
author author |
dc.contributor.author.fl_str_mv |
Garcés,Rodrigo Gómez,Walter Jarre,Florian |
dc.subject.por.fl_str_mv |
semidefinite programming second order sufficient condition sequential quadratic programming quadratic semidefinite programming sensitivity convergence |
topic |
semidefinite programming second order sufficient condition sequential quadratic programming quadratic semidefinite programming sensitivity convergence |
description |
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. Mathematical subject classification: 90C22, 90C30, 90C31, 90C55. |
publishDate |
2012 |
dc.date.none.fl_str_mv |
2012-01-01 |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022012000100011 |
url |
http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022012000100011 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
10.1590/S1807-03022012000100011 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
text/html |
dc.publisher.none.fl_str_mv |
Sociedade Brasileira de Matemática Aplicada e Computacional |
publisher.none.fl_str_mv |
Sociedade Brasileira de Matemática Aplicada e Computacional |
dc.source.none.fl_str_mv |
Computational & Applied Mathematics v.31 n.1 2012 reponame:Computational & Applied Mathematics instname:Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC) instacron:SBMAC |
instname_str |
Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC) |
instacron_str |
SBMAC |
institution |
SBMAC |
reponame_str |
Computational & Applied Mathematics |
collection |
Computational & Applied Mathematics |
repository.name.fl_str_mv |
Computational & Applied Mathematics - Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC) |
repository.mail.fl_str_mv |
||sbmac@sbmac.org.br |
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1754734890416340992 |