2 papers
math.OC2018
Primal-dual path following method for nonlinear semi-infinite programs with semi-definite constraints
Takayuki Okuno, Masao Fukushima
In this paper, we propose two algorithms for nonlinear semi-infinite semi-definite programs with infinitely many convex inequality constraints, called SISDP for short. A straightfo…
math.OC2018
An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs
Takayuki Okuno, Masao Fukushima
In this paper, we consider a nonlinear semi-infinite program that minimizes a function including a log-determinant (logdet) function over positive definite matrix constraints and i…