QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming
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Publication:1741120
DOI10.1007/s12532-018-0137-6zbMath1411.90213arXiv1512.08872OpenAlexW2964208659MaRDI QIDQ1741120
Kim-Chuan Toh, Xudong Li, Defeng Sun
Publication date: 3 May 2019
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1512.08872
Schur complementaugmented Lagrangianquadratic semidefinite programminginexact semismooth Newton method
Semidefinite programming (90C22) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Iterative numerical methods for linear systems (65F10)
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