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math.OC2025
On Squared-Variable Formulations for Nonlinear Semidefinite programming
Lijun Ding, Stephen J. Wright
In optimization problems involving smooth functions and real and matrix variables, that contain matrix semidefiniteness constraints, consider the following change of variables: Rep…
math.OC2023
On Squared-Variable Formulations
Lijun Ding, Stephen J. Wright
We revisit a formulation technique for inequality constrained optimization problems that has been known for decades: the substitution of squared variables for nonnegative variables…