An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming

DOI10.1007/S10107-016-1007-5zbMath1356.90105arXiv1506.00741OpenAlexW3102223204MaRDI QIDQ507319

Liang Chen, Kim-Chuan Toh, Defeng Sun

Publication date: 3 February 2017

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.00741

zbMATH Keywords

majorizationalternating direction method of multipliersconvex conic programmingconvex quadratic semidefinite programmingsymmetric Gauss-Seidel

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25) Large-scale problems in mathematical programming (90C06)

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Uses Software

• QSDP
• QSDPNAL

Cites Work

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