An inexact spectral bundle method for convex quadratic semidefinite programming
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Cites work
- scientific article; zbMATH DE number 477581 (Why is no real title available?)
- scientific article; zbMATH DE number 5239114 (Why is no real title available?)
- A Bundle Method for a Class of Bilevel Nonsmooth Convex Minimization Problems
- A Proximal Bundle Method with Approximate Subgradient Linearizations
- A Spectral Bundle Method for Semidefinite Programming
- A Trust Region Spectral Bundle Method for Nonconvex Eigenvalue Optimization
- A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
- A bundle method for solving equilibrium problems
- A bundle-filter method for nonsmooth convex constrained optimization
- A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
- A polynomial-time inexact primal-dual infeasible path-following algorithm for convex quadratic SDP
- A predictor--corrector algorithm for QSDP combining Dikin-type and Newton centering steps
- A proximal bundle method based on approximate subgradients
- A quasi-Newton bundle method based on approximate subgradients
- A second-order bundle method to minimize the maximum eigenvalue function.
- Algorithm 845
- An Inverse Free Preconditioned Krylov Subspace Method for Symmetric Generalized Eigenvalue Problems
- An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem
- An inexact primal-dual path following algorithm for convex quadratic SDP
- Bundle methods for regularized risk minimization
- Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints
- Computing the nearest correlation matrix--a problem from finance
- Correlation stress testing for value-at-risk: an unconstrained convex optimization approach
- Dynamic bundle methods
- Error bounds for eigenvalue and semidefinite matrix inequality systems
- Estimation of Positive Semidefinite Correlation Matrices by Using Convex Quadratic Semidefinite Programming
- First-Order and Second-Order Conditions for Error Bounds
- Incremental-like bundle methods with application to energy planning
- Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
- Large-Scale Optimization of Eigenvalues
- Necessary conditions for ε-optimality
- Nonsmooth sequential analysis in Asplund spaces
- Numerical optimization. Theoretical and practical aspects. Transl. from the French
- On the Nesterov--Todd Direction in Semidefinite Programming
- On the relation between bundle methods for maximal monotone inclusions and hybrid proximal point algorithms
- Parallel implementation of a semidefinite programming solver based on CSDP on a distributed memory cluster
- Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
- Proximity control in bundle methods for convex nondifferentiable minimization
- Schedule-Based and Autoregressive Bus Running Time Modeling in the Presence of Driver-Bus Heterogeneity
- Semi-Definite Matrix Constraints in Optimization
- Sensitivity analysis of all eigenvalues of a symmetric matrix
- Survey of Bundle Methods for Nonsmooth Optimization
- The Euclidian Distance Matrix Completion Problem
- Variable metric bundle methods: From conceptual to implementable forms
Cited in
(9)- A Spectral Bundle Method for Semidefinite Programming
- A full Nesterov-Todd-step feasible primal-dual interior point algorithm for convex quadratic semi-definite optimization
- A subspace method for large-scale eigenvalue optimization
- A novel approach for solving semidefinite programs
- Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates
- Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization
- A spectral bundle method with bounds
- A Lipschitzian error bound for convex quadratic symmetric cone programming
- An inexact accelerated proximal gradient method for large scale linearly constrained convex SDP
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