Solving semidefinite programming problems via alternating direction methods (Q2493944)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving semidefinite programming problems via alternating direction methods |
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Solving semidefinite programming problems via alternating direction methods (English)
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16 June 2006
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The author proposes an alternating direction method to solve the semi definite programming problem. In this respect the complementary conditions in the primal-dual optimality conditions are reformulated as a projection equation and based on this reformulation at each iterate is needed only to solve a linear system with reduced dimension and make one projection. It is proved that the algorithm converges to a solution of the semidefinite programming problem under weak conditions.
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semidefinite programming
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convergence
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projection equation
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alternating direction method
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primal-dual optimality conditions
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algorithm
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