Solving semidefinite programming problems via alternating direction methods (Q2493944)

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Solving semidefinite programming problems via alternating direction methods
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    Solving semidefinite programming problems via alternating direction methods (English)
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    16 June 2006
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    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.
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    semidefinite programming
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    convergence
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    projection equation
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    alternating direction method
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    primal-dual optimality conditions
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    algorithm
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