A primal-dual interior point trust-region method for nonlinear semidefinite programming
Author:
Affiliation:
1. NTT DATA Mathematical Systems Inc., Tokyo, Japan
2. Department of Applied Mathematics, Faculty of Science, Tokyo University of Science, Tokyo, Japan
Funder
Japan Society for the Promotion of Science
Publisher
Informa UK Limited
Subject
Applied Mathematics,Control and Optimization,Software
Link
https://www.tandfonline.com/doi/pdf/10.1080/10556788.2020.1801678
Reference47 articles.
1. Handbook on Semidefinite, Conic and Polynomial Optimization
2. Trust Region Methods
3. A Global Algorithm for Nonlinear Semidefinite Programming
4. An augmented Lagrangian method for a class of LMI-constrained problems in robust control theory
5. Robust Control via Sequential Semidefinite Programming
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