A block symmetric Gauss-Seidel decomposition theorem for convex composite quadratic programming and its applications
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Publication:2414911
DOI10.1007/s10107-018-1247-7zbMath1412.90086arXiv1703.06629OpenAlexW2613122861WikidataQ130199423 ScholiaQ130199423MaRDI QIDQ2414911
Kim-Chuan Toh, Xudong Li, Defeng Sun
Publication date: 17 May 2019
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.06629
Schur complementaugmented Lagrangian methodblock symmetric Gauss-Seidelconvex composite quadratic programming
Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Iterative numerical methods for linear systems (65F10)
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