An introduction to a class of matrix cone programming

DOI10.1007/S10107-012-0619-7zbMATH Open1301.65043OpenAlexW2030451378MaRDI QIDQ2452376FDOQ2452376

Authors: Chao Ding, Kim-Chuan Toh, Defeng Sun 

Publication date: 2 June 2014

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-012-0619-7

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zbMATH Keywords

augmented Lagrange methodconic optimizationmatrix coneslarge scale semidefinite programmingmetric projectors

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Semidefinite programming (90C22)

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Cited In (43)

• Derivatives of functions of eigenvalues and eigenvectors for symmetric matrices
• A global linear and local superlinear (quadratic) inexact non-interior continuation method for variational inequalities over general closed convex sets
• B-subdifferentials of the projection onto the generalized simplex
• Perturbation analysis of the Euclidean distance matrix optimization problem and its numerical implications
• B-subdifferential of the projection onto the generalized spectraplex
• Isolated calmness of solution mappings and exact recovery conditions for nuclear norm optimization problems
• \(S_{1/2}\) regularization methods and fixed point algorithms for affine rank minimization problems
• Spectral operators of matrices
• A superlinearly convergent smoothing Newton continuation algorithm for variational inequalities over definable sets
• Monotonicity and circular cone monotonicity associated with circular cones
• Characterizations of the set less order relation in nonconvex set optimization
• On properties of the bilinear penalty function method for mathematical programs with semidefinite cone complementarity constraints
• Variational analysis of norm cones in finite dimensional Euclidean spaces
• Cones of Matrices and Successive Convex Relaxations of Nonconvex Sets
• A rank-corrected procedure for matrix completion with fixed basis coefficients
• The analytic solutions of a class of constrained matrix minimization and maximization problems with applications
• A semismooth Newton-CG based dual PPA for matrix spectral norm approximation problems
• Quadratic growth conditions for convex matrix optimization problems associated with spectral functions
• On some aspects of perturbation analysis for matrix cone optimization induced by spectral norm
• Spectral operators of matrices: semismoothness and characterizations of the generalized Jacobian
• No gap second-order optimality conditions for a matrix cone programming induced by the nuclear norm
• Differential properties of Euclidean projection onto power cone
• High-dimensional interactions detection with sparse principal Hessian matrix
• The cone of flow matrices: Approximation hierarchies and applications
• Variational analysis of the Ky Fan \(k\)-norm
• \(\mathrm{B}\)-subdifferentials of the projection onto the matrix simplex
• A unified approach to error bounds for structured convex optimization problems
• Several classes of stationary points for rank regularized minimization problems
• Strong calmness of perturbed KKT system for a class of conic programming with degenerate solutions
• Augmented Lagrangian methods for convex matrix optimization problems
• The vector-valued functions associated with circular cones
• Constructions of complementarity functions and merit functions for circular cone complementarity problem
• The decompositions with respect to two core non-symmetric cones
• Regular and limiting normal cones to the graph of the subdifferential mapping of the nuclear norm
• Extended Newton-type method for inverse singular value problems with multiple and/or zero singular values
• Nonsingularity in matrix conic optimization induced by spectral norm via a smoothing metric projector
• Efficient projection onto the intersection of a half-space and a box-like set and its generalized Jacobian
• Fast algorithm for singly linearly constrained quadratic programs with box-like constraints
• Solving graph equipartition SDPs on an algebraic variety
• A cone programming approach to the bilinear matrix inequality problem and its geometry
• Characterizations of boundary conditions on some non-symmetric cones
• A new series of conjectures and open questions in optimization and matrix analysis
• An Adaptive Correction Approach for Tensor Completion

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