二次半定规划的灵敏度结果，并应用于顺序二次半定规划算法

IF 2.5 3区数学 Q1 MATHEMATICS, APPLIED

Computational & Applied Mathematics Pub Date : 2012-01-01 DOI:10.1590/S1807-03022012000100011

Rodrigo Garcés, Walter Gómez, F. Jarre

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引用次数: 5

摘要

在二阶充分条件的弱形式下，给出了二次半定规划的灵敏度结果。在此基础上，将序列二次半定规划算法的局部收敛性推广到该弱二阶充分条件下。数学学科分类:90C22、90C30、90C31、90C55。

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A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithm

In this short note a sensitivity result for quadratic semidefinite programming is presented under a weak form of second order sufficient condition. Based on this result, also the local convergence of a sequential quadratic semidefinite programming algorithm extends to this weak second order sufficient condition. Mathematical subject classification: 90C22, 90C30, 90C31, 90C55.

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来源期刊

Computational & Applied Mathematics Mathematics-Computational Mathematics

CiteScore

4.50

自引率

11.50%

发文量

352

审稿时长

>12 weeks

期刊介绍： Computational & Applied Mathematics began to be published in 1981. This journal was conceived as the main scientific publication of SBMAC (Brazilian Society of Computational and Applied Mathematics). The objective of the journal is the publication of original research in Applied and Computational Mathematics, with interfaces in Physics, Engineering, Chemistry, Biology, Operations Research, Statistics, Social Sciences and Economy. The journal has the usual quality standards of scientific international journals and we aim high level of contributions in terms of originality, depth and relevance.