A Stochastic Smoothing Algorithm for Semidefinite Programming

DOI10.1137/12088728XzbMath1322.90059arXiv1204.0665MaRDI QIDQ2934474

Noureddine El Karoui, Alexandre d'Aspremont

Publication date: 12 December 2014

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.0665

zbMATH Keywords

stochastic optimizationsemidefinite programmingfirst-order algorithms

Mathematics Subject Classification ID

Semidefinite programming (90C22) Stochastic programming (90C15)

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