scientific article; zbMATH DE number 5239114
From MaRDI portal
Publication:5442492
zbMath1136.90026MaRDI QIDQ5442492
Kim-Chuan Toh, Michael J. Todd, Reha H. Tütüncü
Publication date: 22 February 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Semidefinite programming (90C22) Numerical optimization and variational techniques (65K10) Interior-point methods (90C51)
Related Items (23)
On how to solve large-scale log-determinant optimization problems ⋮ Correlation stress testing for value-at-risk: an unconstrained convex optimization approach ⋮ A full Nesterov-Todd-step feasible primal-dual interior point algorithm for convex quadratic semi-definite optimization ⋮ Solving \(k\)-cluster problems to optimality with semidefinite programming ⋮ Newton's method for computing the nearest correlation matrix with a simple upper bound ⋮ Solving graph equipartition SDPs on an algebraic variety ⋮ A primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programming ⋮ Numerical solution of a class of quasi-linear matrix equations ⋮ A unified kernel function approach to primal-dual interior-point algorithms for convex quadratic SDO ⋮ Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization ⋮ Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market ⋮ Primal-dual interior-point algorithm for convex quadratic semi-definite optimization ⋮ A Three-Operator Splitting Perspective of a Three-Block ADMM for Convex Quadratic Semidefinite Programming and Beyond ⋮ QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming ⋮ An inexact spectral bundle method for convex quadratic semidefinite programming ⋮ On the low rank solution of the Q‐weighted nearest correlation matrix problem ⋮ A Polynomial-time Interior-point Algorithm for Convex Quadratic Semidefinite Optimization ⋮ An inexact primal-dual path following algorithm for convex quadratic SDP ⋮ Positive semidefinite matrix completions on chordal graphs and constraint nondegeneracy in semidefinite programming ⋮ A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming ⋮ QSDP ⋮ Block relaxation and majorization methods for the nearest correlation matrix with factor structure ⋮ A semidefinite programming approach for the projection onto the cone of negative semidefinite symmetric tensors with applications to solid mechanics
Uses Software
This page was built for publication: