Nonsmooth Newton’s Method and Semidefinite Optimization
Name
HPCES016.pdf
Size
100.01 KB
Format
Adobe PDF
Checksum (MD5)
c9cab9cc05e3d9c1bfc83f6247537426
Author(s)
Sun, Jie
Date Issued
January 2003
Series/Report no.
High Performance Computation for Engineered Systems (HPCES);
Abstract
We introduce basic ideas of a nonsmooth Newton’s method and its application in solving semidefinite optimization (SDO) problems. In particular, the method can be used to solve both linear and nonlinear semidefinite complementarity problems. We also survey recent theoretical results in matrix functions and stability of SDO that are stemed from the research on the matrix form of the nonsmooth Newton’s method.
Subjects
semismooth functions
semidefinite optimization
Newton’s method
complementarity problems
stability
variational inequality
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