Article ID: | iaor20118102 |
Volume: | 74 |
Issue: | 1 |
Start Page Number: | 77 |
End Page Number: | 92 |
Publication Date: | Aug 2011 |
Journal: | Mathematical Methods of Operations Research |
Authors: | Jarre Florian, Garcs Rodrigo, Gmez Walter |
Keywords: | programming: quadratic |
The paper considers nonconvex quadratic semidefinite problems. This class arises, for instance, as subproblems in the sequential semidefinite programming algorithm for solving general smooth nonlinear semidefinite problems. We extend locally the concept of self‐concordance to problems that satisfy a weak version of the second order sufficient optimality conditions.