Solving semidefinite programming problems via alternating direction methods (Q2493944): Difference between revisions
From MaRDI portal
Latest revision as of 16:08, 24 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving semidefinite programming problems via alternating direction methods |
scientific article |
Statements
Solving semidefinite programming problems via alternating direction methods (English)
0 references
16 June 2006
0 references
The author proposes an alternating direction method to solve the semi definite programming problem. In this respect the complementary conditions in the primal-dual optimality conditions are reformulated as a projection equation and based on this reformulation at each iterate is needed only to solve a linear system with reduced dimension and make one projection. It is proved that the algorithm converges to a solution of the semidefinite programming problem under weak conditions.
0 references
semidefinite programming
0 references
convergence
0 references
projection equation
0 references
alternating direction method
0 references
primal-dual optimality conditions
0 references
algorithm
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
