A fixed-point method for approximate projection onto the positive semidefinite cone

DOI10.1016/j.laa.2017.02.014zbMath1372.65169MaRDI QIDQ2400246

Douglas S. Gonçalves, Juliano B. Francisco

Publication date: 28 August 2017

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2017.02.014

zbMATH Keywords

semidefinite programming; numerical experiments; projection; iterative methods; symmetric matrix; fixed-point method; positive semidefinite cone; sparse symmetric banded matrices

Mathematics Subject Classification ID

65F50: Computational methods for sparse matrices

65K05: Numerical mathematical programming methods

90C22: Semidefinite programming

15B57: Hermitian, skew-Hermitian, and related matrices

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Uses Software

• LAPACK
• SparseMatrix
• SDLS
• SBR Toolbox
• mftoolbox

Cites Work

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