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

AUTOR(ES)

Garcés, Rodrigo, Gómez, Walter, Jarre, Florian

FONTE

Computational & Applied Mathematics

DATA DE PUBLICAÇÃO

2012

RESUMO

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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