Quadratic convergence of a nonsmooth newton-type method for semidefinite programs without strict complementarity

SIAM Journal on Optimization

Volumn 15, Issue 3, 2005, Pages 654-672

  Kanzow, Christian ^a   Nagel, Christian ^a  

^a UNIVERSITY OF WÜRZBURG   (Germany)

Author keywords

Newton's method; Nondegeneracy; Quadratic convergence; Semidefinite programs; Strict complementarity

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; MATRIX ALGEBRA; OPTIMIZATION; SET THEORY; THEOREM PROVING;

NEWTON'S METHOD; NONDEGENERACY; QUADRATIC CONVERGENCE; SEMIDEFINITE PROGRAMS; STRICT COMPLEMENTARITY;

CONVERGENCE OF NUMERICAL METHODS;

EID: 23844551533     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623403431147     Document Type: Article

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