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A Note on Superlinear Convergence of a Primal-dual Interior Point Method for Nonlinear Semi-definite Programming

Chee Khian Sim (macksim***at***inet.polyu.edu.hk)

Abstract: We replace one of the assumptions (nondegeneracy assumption) in [9] to show that the main results in [9] still hold. We also provide a simple example to show that the new assumption is satisfied, while the original assumption is not satisfied, with other assumptions being satisfied. This example shows that the new assumption does not implied the original assumption.

Keywords: Nonlinear semi-definite programming; primal-dual interior point method; superlinear convergence; MFCQ condition

Category 1: Nonlinear Optimization (Other )

Citation: submitted

Download: [PDF]

Entry Submitted: 02/06/2011
Entry Accepted: 02/06/2011
Entry Last Modified: 02/06/2011

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