Two theoretical results for sequential semidefinite programming
We examine the local convergence of a sequential semidefinite programming approach for solving nonlinear programs with nonlinear semidefiniteness constraints. Known convergence results are extended to slightly weaker second order sufficient conditions and the resulting subproblems are shown to have local convexity properties that imply a weak form of self-concordance of the barrier subproblems. CitationPreprint, Mathematisches … Read more