We study convergence properties of a new nonlinear Lagrangian method for nonconvex semidefinite programming. The convergence analysis shows that this method converges locally when the penalty parameter is less than a threshold and the error bound of solution is proportional to the penalty parameter under the constraint nondegeneracy condition, the strict complementarity condition and the strong second order sufficient conditions. The major tools used in the analysis include the second implicit function theorem and differentials of Löwner operators.
Contents
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Requires Authentication UnlicensedA New Nonlinear Lagrangian Method for Nonconvex Semidefinite ProgrammingLicensedJune 9, 2010
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Requires Authentication UnlicensedBlow-up for Semidiscretization of a Localized Semilinear Heat EquationLicensedJune 9, 2010
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Requires Authentication UnlicensedProbability on Matrix-Cone Hypergroups: Limit Theorems and Structural PropertiesLicensedJune 9, 2010
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Requires Authentication UnlicensedA System of Two Conservation Laws with Flux Conditions and Small ViscosityLicensedJune 9, 2010
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Requires Authentication UnlicensedSandwich Theorems for Certain Subclasses of Analytic Functions Defined by Family of Linear OperatorsLicensedJune 9, 2010
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Requires Authentication UnlicensedOscillation of Solutions of Second Order Neutral Differential Equations with Positive and Negative CoefficientsLicensedJune 9, 2010