A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
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Publication:3058503
DOI10.1137/080718206zbMath1213.90175OpenAlexW2099799470MaRDI QIDQ3058503
Defeng Sun, Kim-Chuan Toh, Xinyuan Zhao
Publication date: 3 December 2010
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/58308
Semidefinite programming (90C22) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Iterative numerical methods for linear systems (65F10)
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