On Hazan's algorithm for symmetric programming problems

DOI10.1007/s10957-014-0577-8zbMath1327.90203OpenAlexW2062146959MaRDI QIDQ2342137

Leonid Faybusovich

Publication date: 11 May 2015

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-014-0577-8

zbMATH Keywords

Frank-Wolfe algorithmEuclidean Jordan algebraHazan algorithmlow-rank approximation of optimal solutionsymmetric programming

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Simple, semisimple Jordan algebras (17C20)

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Long-step path-following algorithm for solving symmetric programming problems with nonlinear objective functions

Cites Work

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