A Newton-CG Augmented Lagrangian Method for Convex Quadratically Constrained Quadratic Semidefinite Programs

DOI10.1007/978-3-319-08377-3_33MaRDI QIDQ2942490zbMATH OpenOpenAlexFDO

Authors Xinyuan Zhao, Tao Cai, Dachuan Xu

Publication date 11 September 2015

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-08377-3_33

zbMATH Keywords

augmented Lagrangianiterative solverNewton-CG methodquadratically constrained quadratic semidefinite programssemismoothness

Mathematics Subject Classification ID

Quadratic programming (90C20) Semidefinite programming (90C22) Methods of quasi-Newton type (90C53)

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(9)

• A primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programming
• QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming
• A barrier-based smoothing proximal point algorithm for NCPs over closed convex cones
• A Newton-CG augmented Lagrangian method for semidefinite programming
• An augmented Lagrangian quasi‐Newton solver for constrained nonlinear finite element applications
• Conditional quadratic semidefinite programming: examples and methods
• An inexact accelerated proximal gradient method for large scale linearly constrained convex SDP
• An augmented Lagrangian iteration method for convex quadratic SDP
• An inexact spectral bundle method for convex quadratic semidefinite programming

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