The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
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 fun...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Springer
2008
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| Online Access: | http://hdl.handle.net/20.500.11937/18373 |