On the stable solution of large scale problems over the doubly nonnegative cone (Q403648)
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| English | On the stable solution of large scale problems over the doubly nonnegative cone |
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On the stable solution of large scale problems over the doubly nonnegative cone (English)
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29 August 2014
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The authors extend the augmented primal-dual approach to the doubly negative cone. This approach was originally introduced for solving large scale semidefinite programs. Under certain regularity conditions for the underlying problem, a corresponding convergence analysis is presented. Furthermore, several numerical test results illustrate and justify this approach.
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semidefinite program
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doubly nonnegative cone
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regularity
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augmented primal-dual function
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