QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming

From MaRDI portal
Revision as of 06:44, 1 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1741120

DOI10.1007/S12532-018-0137-6zbMath1411.90213arXiv1512.08872OpenAlexW2964208659MaRDI QIDQ1741120

Kim-Chuan Toh, Xudong Li, Defeng Sun

Publication date: 3 May 2019

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.08872




Related Items (31)

Synthesizing invariant barrier certificates via difference-of-convex programmingAugmented Lagrangian methods for convex matrix optimization problemsA block symmetric Gauss-Seidel decomposition theorem for convex composite quadratic programming and its applicationsQuadratic Growth Conditions for Convex Matrix Optimization Problems Associated with Spectral FunctionsStrong Variational Sufficiency for Nonlinear Semidefinite Programming and Its ImplicationsA Decomposition Augmented Lagrangian Method for Low-Rank Semidefinite ProgrammingUnnamed ItemLocal convergence analysis of augmented Lagrangian method for nonlinear semidefinite programmingAn iDCA with sieving strategy for PDE-constrained optimization problems with \(L^{1-2}\)-control costA matrix nonconvex relaxation approach to unconstrained binary polynomial programsAn Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear ProgrammingPolynomial NormsOn the equivalence of inexact proximal ALM and ADMM for a class of convex composite programmingThe Linear and Asymptotically Superlinear Convergence Rates of the Augmented Lagrangian Method with a Practical Relative Error CriterionA Three-Operator Splitting Perspective of a Three-Block ADMM for Convex Quadratic Semidefinite Programming and BeyondA multi-level ADMM algorithm for elliptic PDE-constrained optimization problemsOn the efficient computation of a generalized Jacobian of the projector over the Birkhoff polytopeSpectral Operators of Matrices: Semismoothness and Characterizations of the Generalized Jacobian\(\mathrm{B}\)-subdifferentials of the projection onto the matrix simplexA Euclidean distance matrix model for protein molecular conformationSparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraintsQSDPNALA symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problemsOn the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programmingAn Inexact Augmented Lagrangian Method for Second-Order Cone Programming with ApplicationsA semidefinite programming approach for the projection onto the cone of negative semidefinite symmetric tensors with applications to solid mechanicsA semismooth Newton-based augmented Lagrangian algorithm for density matrix least squares problemsOn the Convergence Rate of Inexact Majorized sGS ADMM with Indefinite Proximal Terms for Convex Composite ProgrammingOn Degenerate Doubly Nonnegative Projection ProblemsFinding the global optimum of a class of quartic minimization problemB-subdifferential of the projection onto the generalized spectraplex


Uses Software



Cites Work




This page was built for publication: QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming