A novel approach for solving semidefinite programs
From MaRDI portal
Publication:2336591
DOI10.1155/2014/613205zbMath1442.90139OpenAlexW2139777540WikidataQ59053796 ScholiaQ59053796MaRDI QIDQ2336591
Jing Chen, Yakui Huang, Hong-Wei Jiao
Publication date: 19 November 2019
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/613205
Uses Software
Cites Work
- Unnamed Item
- A trust region method for solving semidefinite programs
- A homotopy method for nonlinear semidefinite programming
- A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
- Alternating direction augmented Lagrangian methods for semidefinite programming
- Handbook on semidefinite, conic and polynomial optimization
- A feasible direction method for the semidefinite program with box constraints
- A class of linearized proximal alternating direction methods
- An inexact spectral bundle method for convex quadratic semidefinite programming
- A primal-dual interior point method for nonlinear semidefinite programming
- Successive linearization methods for nonlinear semidefinite programs
- A boundary point method to solve semidefinite programs
- Large-scale semidefinite programming via a saddle point mirror-prox algorithm
- Penalty and barrier methods for convex semidefinite programming
- A first-order block-decomposition method for solving two-easy-block structured semidefinite programs
- Lower-order penalization approach to nonlinear semidefinite programming
- A new primal-dual path-following interior-point algorithm for semidefinite optimization
- Solving Euclidean distance matrix completion problems via semidefinite progrmming
- Semidefinite programming relaxation for nonconvex quadratic programs
- A computational study of a gradient-based log-barrier algorithm for a class of large-scale SDPs
- Alternating direction method with self-adaptive penalty parameters for monotone variational inequalities
- Solving semidefinite programming problems via alternating direction methods
- Solving Some Large Scale Semidefinite Programs via the Conjugate Residual Method
- An alternating direction method for solving convex nonlinear semidefinite programming problems
- Dual interior point methods for linear semidefinite programming problems
- A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
- Two-Point Step Size Gradient Methods
- Linear Matrix Inequalities in System and Control Theory
- Alternating Projection-Proximal Methods for Convex Programming and Variational Inequalities
- Primal--Dual Path-Following Algorithms for Semidefinite Programming
- Solving Large Scale Semidefinite Programs via an Iterative Solver on the Augmented Systems
- Proximal Decomposition Via Alternating Linearization
- Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
- Frequency planning and ramifications of coloring
- Semidefinite Programming
- An Interior-Point Method for Semidefinite Programming
- Regularization Methods for Semidefinite Programming
- Benchmarking optimization software with performance profiles.
This page was built for publication: A novel approach for solving semidefinite programs
