A note on the sufficient initial condition ensuring the convergence of directly extended 3-block ADMM for special semidefinite programming (Q4646527)

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scientific article; zbMATH DE number 7001082
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A note on the sufficient initial condition ensuring the convergence of directly extended 3-block ADMM for special semidefinite programming
scientific article; zbMATH DE number 7001082

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    A note on the sufficient initial condition ensuring the convergence of directly extended 3-block ADMM for special semidefinite programming (English)
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    14 January 2019
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    alternating direction method of multipliers
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    semidefinite programming
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    \(H\)-weighted nearest correlation matrix problem
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    convergence analysis
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