Solving semidefinite programming problems via alternating direction methods
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Publication:2493944
DOI10.1016/j.cam.2005.07.002zbMath1098.65069OpenAlexW2076577053MaRDI QIDQ2493944
Publication date: 16 June 2006
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2005.07.002
algorithmconvergencesemidefinite programmingalternating direction methodprojection equationprimal-dual optimality conditions
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Nonlinear programming (90C30)
Related Items (10)
Douglas-Rachford splitting method for semidefinite programming ⋮ A method for weighted projections to the positive definite cone ⋮ An alternating direction method for second-order conic programming ⋮ An alternating direction method for convex quadratic second-order cone programming with bounded constraints ⋮ A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs ⋮ Alternating direction augmented Lagrangian methods for semidefinite programming ⋮ An equivalency condition of nonsingularity in nonlinear semidefinite programming ⋮ Alternating direction method for bi-quadratic programming ⋮ Block Coordinate Descent Methods for Semidefinite Programming ⋮ A novel approach for solving semidefinite programs
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