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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| English | 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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0.8185253143310547
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0.8142855763435364
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0.7915595173835754
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0.7905665636062622
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