Curtin University Homepage
  • Library
  • Help
    • Admin

    espace - Curtin’s institutional repository

    JavaScript is disabled for your browser. Some features of this site may not work without it.
    View Item 
    • espace Home
    • espace
    • Curtin Research Publications
    • View Item
    • espace Home
    • espace
    • Curtin Research Publications
    • View Item

    The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming

    Access Status
    Fulltext not available
    Authors
    Sun, D.
    Sun, Jie
    Zhang, L.
    Date
    2008
    Type
    Journal Article
    
    Metadata
    Show full item record
    Citation
    Sun, D. and Sun, J. and Zhang, L. 2008. The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming. Mathematical Programming. 114: pp. 349-391.
    Source Title
    Mathematical Programming
    DOI
    10.1007/s10107-007-0105-9
    ISSN
    00255610
    URI
    http://hdl.handle.net/20.500.11937/18373
    Collection
    • Curtin Research Publications
    Abstract

    We analyze the rate of local convergence of the augmented Lagrangian method in nonlinear semidefinite optimization. The presence of the positive semidefinite cone constraint requires extensive tools such as the singular value decomposition of matrices, an implicit function theorem for semismooth functions, and variational analysis on the projection operator in the symmetric matrix space. Without requiring strict complementarity, we prove that, under the constraint nondegeneracy condition and the strong second order sufficient condition, the rate of convergence is linear and the ratio constant is proportional to 1/c, where c is the penalty parameter that exceeds a threshold c¯ > 0.

    Advanced search

    Browse

    Communities & CollectionsIssue DateAuthorTitleSubjectDocument TypeThis CollectionIssue DateAuthorTitleSubjectDocument Type

    My Account

    Admin

    Statistics

    Most Popular ItemsStatistics by CountryMost Popular Authors

    Follow Curtin

    • 
    • 
    • 
    • 
    • 

    CRICOS Provider Code: 00301JABN: 99 143 842 569TEQSA: PRV12158

    Copyright | Disclaimer | Privacy statement | Accessibility

    Curtin would like to pay respect to the Aboriginal and Torres Strait Islander members of our community by acknowledging the traditional owners of the land on which the Perth campus is located, the Whadjuk people of the Nyungar Nation; and on our Kalgoorlie campus, the Wongutha people of the North-Eastern Goldfields.