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

Detalhes bibliográficos
Autor(a) principal: Garcés,Rodrigo
Data de Publicação: 2012
Outros Autores: Gómez,Walter, Jarre,Florian
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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spelling 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
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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
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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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