Local convergence of sequential convex programming for nonconvex optimization

Recent Advances in Optimization and its Applications in Engineering

Volumn , Issue , 2010, Pages 93-102

  Dinh, Quoc Tran ^a   Diehl, Moritz ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84860700009     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1007/978-3-642-12598-0_9     Document Type: Chapter

References (14)

1. S. Boyd and L. Vandenberghe (2004). Convex optimization. University Press, Cambridge.
2. R. Correa and H. Ramirez C (2004). A global algorithm for nonlinear semidefinite programming. SIAM J. Optim., 15(1):303-318.
3. A. L. Dontchev and T. R. Rockafellar (1996). Characterizations of strong regularity for variational inequalities over polyhedral convex sets. SIAM J. Optim., 6(4):1087-1105.
4. B. Fares, D. Noll, and P. Apkarian (2002). Robust control via sequential semidefinite programming. SIAM J. Control Optim., 40:1791-1820.
5. R. W. Freund, F. Jarre, and C. H. Vogelbusch (2007). Nonlinear semidefinite programming: sensitivity, convergence, and an application in passive reduced-order modeling. Mathemat- ical Programming, Ser. B, 109:581-611.
6. M. Fukushima, Z.-Q. Luo, and P. Tseng (2003). A sequential quadratically constrained quadratic programming method for differentiable convex minimization. SIAM J. Optimiza- tion, 13(4):1098-1119.
7. H. Jaddu (2002). Direct solution of nonlinear optimal control problems using quasilinearization and Chebyshev polynomials. Journal of the Franklin Institute, 339:479-498.
8. F. Jarre (2003). On an approximation of the Hessian of the Lagrangian. Optimization Online (http://www.optimization-online.org/DB HTML/2003/12/800. html).
9. J.L. Junkins and J.D. Turner (1986). Optimal spacecraft rotational maneuvers. Elsevier, Amsterdam.
10. C. Kanzow, C. Nagel, H. Kato and M. Fukushima (2005). Successive linearization methods for nonlinear semidefinite programs. Computational Optimization and Applications, 31:251-273.
11. D. Klatte and B. Kummer (2001). Nonsmooth equations in optimization: regularity, cal- culus, methods and applications. Springer-Verlag, New York.
12. A. S. Lewis and S. J. Wright (2008). A proximal method for composite minimization. http://arxiv.org/abs/0812.0423.
13. S. M. Robinson (1980). Strong regularity generalized equations, Mathematics of Operation Research, 5(1):43-62.
14. R. T. Rockafellar and R. J-B. Wets (1997). Variational analysis. Springer-Verlag, New York.