A novel method for a class of structured low-rank minimizations with equality constraint

DOI10.1016/j.cam.2017.09.021zbMath1376.65092OpenAlexW2756045499MaRDI QIDQ1675980

Jianchao Bai, Ping-Fan Dai, Ji-Cheng Li, Feng-Min Xu

Publication date: 3 November 2017

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2017.09.021

zbMATH Keywords

convergencenumerical experimentslow-rankequality constraintmatrix optimization problemsaccelerated augmented Lagrangian methodpositive semidefinite constraint

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25)

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