A self‐concordance property for nonconvex semidefinite programming

A self‐concordance property for nonconvex semidefinite programming

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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: , ,
Keywords: programming: quadratic
Abstract:

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.

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